A daily, rules-based strategy that uses SPY’s 200-day trend to drive a leveraged long posture (mostly SPYU) with momentum/RSI checks for tilt, and switches to hedges (SQQQ or TLT) when the market weakens. It combines 4x and 3x levered equity instruments with volatility and rate hedges, aiming for long-run upside with risk control, but carries very high leverage risk and complexity.

- Each day, check if SPY is above its 200-day moving average. If yes, the system tends to place the full allocation on a leveraged equity basket led by SPYU (a 4x levered S&P 500 exposure). - Within the long-uptrend branch, the model uses RSI momentum signals on related leveraged instruments (UVXY, SPXL, TQQQ) to decide whether to stay with SPYU or tilt toward other long plays; in practice, the structure shows nested checks where high momentum in certain assets triggers staying with the high-leverage long or adjusting exposure. - If the market shows risk signals (e.g., volatility momentum via UVXY RSI thresholds or other RSI checks), cash or hedged positions may be selected or added to reduce risk and preserve capital. - If SPY is not above its 200-day moving average (i.e., market is in a possible downtrend), the strategy shifts toward risk-off hedges by picking between SQQQ (the 3x inverse on QQQ) and TLT (long-dated Treasuries) based on a short-term momentum screen (RSI over 10 days). The top-ranked hedge is chosen and allocated 100% to that instrument. - The assets involved include SPY, SPYU (MAX S&P 500 4x Leveraged ETN), SPXL (3x SPX), TQQQ (3x NASDAQ 100), UVXY (volatility), SQQQ (inverse NASDAQ 100), and TLT (Treasuries). The stated goal is to ride long-term uptrends with high leverage while employing hedges during downturns. The approach is highly leveraged and mechanically executed, with daily rebalancing and no explicit diversification beyond the sequence of assets in each regime. Risks include volatility decay, leverage risk, regime mis-detection, and abrupt drawdowns in levered longs during sudden market reversals.

Out-of-sample, this strategy aims for roughly 38% annualized returns versus SPY’s ~18%, using a trend-driven, leveraged core with hedges. It captures big upside in bull markets, but comes with higher drawdowns and complexity.