A daily-rebalanced, single-position, levered-equity strategy centered on SPXL. It uses a SPY 200-day trend filter, extreme UVXY volatility signals, and RSI-based momentum to rotate among SPXL/UPRO/TQQQ/SQQQ/UVXY/TLT, finally keeping a cash hedge when risk is high.

- It aims to put most or all capital into a single levered equity instrument each day, selected from a small universe. The core idea is SPXL (3x S&P 500) for upside, but risk controls can switch you out. - Trend filter: it looks at SPY’s current price relative to its 200-day moving average. If SPY is above the 200-day average, the market is considered in an uptrend; if below, risk is increased and it may not hold the levered long asset. - Volatility alert: it monitors UVXY (volatility proxy). If the 10-day RSI of UVXY is very high (around 79–80), that signals rising volatility and potential risk of a sharp move; in such cases the system reduces risk or shifts out of levered long exposure toward hedges or cash. - Momentum/rotation signals: the model also looks at RSI(10) on other levered or inverse instruments (like TQQQ, SQQQ, UPRO) and uses a top-ranking rule (sort by RSI, window of 10 days) to pick the best candidate asset (often 1) to hold. There are additional conditional branches that involve SQQQ (inverse NASDAQ) and TL T (long Treasuries) as potential hedges or rotation components depending on RSI and price conditions. - Price/price signals: some branches use current price versus moving averages (e.g., SPY price vs its moving average) and relative strength comparisons to decide whether to stay invested or move to cash/hedge. - Weighting: the pattern shows repeated cash-equal weighting steps, suggesting the system keeps a disciplined, straightforward allocation approach (mostly 100% in the selected asset, with cash when de-risking signals trigger). - Rebalance: daily. This means every trading day the system reevaluates and can switch the single asset it holds or move to a hedging/cash stance. - Outcome: a disciplined, signal-driven, long-term levered-equity approach with built-in risk controls, aiming to ride long equity trends while limiting exposure when volatility or trend conditions deteriorate.

Out-of-sample upside: ~44.6% annualized return vs SPY ~18%, Calmar ~1.04. A risk-aware, single-levered-position strategy using trend, volatility signals and hedges to ride momentum—yet can incur larger drawdowns (~43%).