A daily, tactical levered-equity strategy that uses a 10-day RSI momentum filter and a 200-day trend check to pick a single levered ETF (e.g., TQQQ, SPXL, UPRO, TECL) for upside, while switching to hedges (UVXY/BIL or SQQQ/TLT) when momentum or trend signals warn of risk. High-risk, high-reward equity exposure with built-in risk controls and a single-asset-at-a-time approach.

- Every day, you start with full exposure to one asset chosen from a set of levered ETFs, aiming to capture big moves in equities. - Momentum filter: the strategy looks at the 10-day RSI (a momentum gauge) for assets like TQQQ, and if it’s very high (e.g., above 79), it shifts toward hedges (UVXY) and cash-like safety (BIL) to reduce risk. - Trend check: it compares the current market price (SPY) to its 200-day moving average. If SPY is above that long-term average, the model tends to stay in or switch to a levered-long equity ETF chosen by a short, top-ranked momentum screen among candidates (TQQQ, SPXL, UPRO, TECL, etc.). - Selection logic: among eligible levered ETFs, the system ranks by a 10-day RSI and selects the top candidate to hold (one-at-a-time exposure). - If the market is not in an uptrend (price below the 200-day MA), the strategy leans into hedges (SQQQ) and/or longer-duration Treasuries (TLT) to dampen losses. - Rebalance is daily, and the intended outcome is to stay exposed to equities with leverage when conditions are favorable, while using UVXY, BIL, SQQQ, and TLT to manage risk. - The setup is explicitly equity-focused rather than diversified into multiple uncorrelated asset classes; the core exposure remains leveraged equity, with tactical hedges to protect against downside.

Out-of-sample edge: ~65.6% annualized return, ~1.09 Sharpe, and Calmar ~1.31 versus SPY ~18% return and ~1.03 Sharpe. Daily, single-asset levered equity with hedges aims to outperform the S&P 500 while managing risk.