A dynamic, multi-asset, regime-switching strategy that blends levered equity bets (e.g., SPXL, TQQQ) with hedges (SQQQ, SVXY, UVXY, VIXY), gold/dollar proxies, and bonds. It uses momentum and volatility cues (RSI, moving averages) to tilt between risk-on levered long exposure and risk-off hedges, aiming to grow in uptrends while limiting losses in downturns.

What it does in plain language: - It starts with SPY as the core long exposure (the broad market). It also layers leverage (e.g., 3x exposures) and adds other equity tilt options like QQQ and XLK when conditions look favorable. - It constantly tests market momentum and volatility using simple rules: RSI (a momentum gauge that compares recent gains vs losses), moving averages (price vs longer-term trends), and price relative to a moving average. If these tests say the trend is strong, it adds more levered equity bets; if tests say risk is rising or trends weaken, it shifts to hedges and safer assets. - It uses multiple hedging and risk-reduction tools: inverse/leveraged hedges (e.g., SQQQ, SVXY, UVXY, VIXY), gold and dollar proxies (GLD/UGL, UUP), and bond exposure (BND, SHY, IEF, TLT, TMF/TMV). These are not all used at once; they are selected and weighted based on momentum/volatility signals. - The strategy distributes capital across several blocks (groups) with different exposure goals (core long, hedges, bonds, volatility checks, etc.), with weights that determine how much of the portfolio each block controls. Some blocks focus on short-term momentum (RSI over 10 days, 20 days, etc.), others on longer-term momentum (60–135 day windows). - There are regime overlays like a “Bear Market Strategy” that tilt toward defensive or inverse-like assets when signals are weak (e.g., RSI lows or price under a moving average). There are also specialized modules with names like “Vix RSI Check” or “Bond Mid-term” that adjust hedges based on volatility and bond signals. - Overall, the engine aims to chase upside via leveraged equity bets when the market looks healthy, and to protect against downside with hedges and bonds when risk is elevated. This is a dynamic, signal-driven approach rather than a fixed, buy-and-hold allocation. - Important reminder: because it uses leverage and a broad set of hedges with short lookbacks, it can be sensitive to sudden regime shifts and may incur higher turnover and drawdowns in choppy markets. It requires careful risk controls and understanding of the leverage/hedge instruments involved.

Out-of-sample, the strategy targets ~24.8% annualized return vs SPY’s ~18.7%, with lower drawdown (~17.6% vs ~18.8%) and higher Calmar (~1.41). It dynamically shifts between levered longs and hedges to chase upside while limiting losses.