A daily-rebalanced, highly levered equity strategy using 3x ETFs (UPRO, SPXL, TQQQ) with volatility-based risk hedges (UVXY, SPXU) and treasury exposure (TLT), guided by a trend filter (SPY 200-day), RSI signals, and an equal-weight allocation approach.

- The strategy aims to grow by riding big moves in US stocks using 3x leveraged ETFs (UPRO, SPXL, TQQQ) when conditions look favorable. - It uses a trend check (SPY above its 200-day moving average) as a basic market-direction filter. - It measures market fear via UVXY and its 10-day RSI. If fear is extreme (RSI high), it tilts toward hedges or cash instead of piling into levered longs. - It uses momentum checks on the levered proxies and a hedging decision between SPXU (inverse S&P 500) and TL/TLT (treasuries) when risk-off signals are strongest. - It tries to keep equal weight across active signals (cash-equal) and rebalances daily. - The included tickers are levered equity ETFs (UPRO, SPXL, TQQQ), hedges (SPXU, UVXY), a broad market proxy (SPY, SPY reference), and a treasury ETF (TLT). - In plain terms: if the market is strong and volatility isn’t alarming, you ride big stock moves with leverage; if volatility spikes or the market looks weak, you switch toward hedges or cash and wait for conditions to improve.

Out-of-sample: 53.6% annualized return vs ~18.5% S&P, with Sharpe ~1.06 and Calmar ~1.23. Expect higher drawdowns (~43%), but hedges and trend filtering target big upside with managed risk.