Daily, rule-based bear-market tilt across leveraged ETFs, volatility funds, and bonds, guided by momentum-like signals and a SPY trend filter to switch between long, inverse, or cash positions.

The system rebalances every day among a set of assets: highly leveraged equity ETFs (long and inverse), a volatility ETF (UVXY), and a bond ETF (TLT). It uses momentum-like signals—conceptually similar to “is this asset stretched or overbought” across several tickers (UVXY, SPY, TQQQ, etc.)—and a trend filter (is SPY above its 200-day average). If signals indicate risk or a likely downturn (for example, UVXY-related indicators being high or SPY weakened relative to trend), it shifts toward defensive/volatility assets (UVXY, SQQQ) and bonds, possibly with cash equalization. If signals indicate strength, it tilts into leveraged long equity positions (TQQQ, UPRO, TECL) and may still use hedges. Cash-equal blocks imply spreading available capital evenly across selected assets when conditions permit. All decisions are made through a nested set of “if” rules, and the portfolio is recalibrated daily to reflect the latest signals. Important caveats: levered ETFs magnify gains and losses, daily rebalancing can cause path-dependent results, and this approach is aggressive and best suited for risk-tolerant, sophisticated investors.

Out-of-sample bear-market tilt targets ~57% return with Sharpe ~1.01 and Calmar ~1.14 vs SPY’s ~19%—but expect larger drawdowns (~50%). Hedging and daily rebalancing seek upside while limiting losses.