A multi-rule, levered-equity/cash blend strategy that rotates among ETFs and bonds using momentum, trend, and volatility signals to capture upside while keeping risk in check. Uses BIL as cash anchor and avoids tax-forms complexity; targets adaptive exposure across regimes.

- The strategy rotates among a broad set of assets, mostly levered stock ETFs (such as SPXL, UPRO, TQQQ, TECL, SOXL) and safer assets (BIL cash proxy, TMF, SHY) to balance upside and risk. - It runs many small rule-blocks that check price momentum, trend direction, and volatility. Each block suggests which assets to tilt toward and how much weight to assign. - RSI-based tests gauge momentum: if momentum looks strong, the system tends to increase exposure to leveraged equity ETFs; if momentum looks weak or risk is rising, it shifts toward safer assets or reduces leverage. - Moving averages and trend checks confirm the directionality before accepting a tilt. - Volatility and drawdown checks cap risk: if volatility rises or drawdown exceeds a threshold, the system assigns more weight to cash/bond proxies and trims levered exposure. - The entire framework is designed to be no-K-1 friendly (via BIL and ETF wrappers) and to deliver a blended, diversified exposure rather than a single-ETF bet. - It’s backtested against various regimes (bull, bear, burst volatility) and tuned to some predefined windows (14d, 21d, 28d, 42d) for momentum/volatility assessments. - The combined output is a daily-rebalanced allocation to a mix of levered ETFs, bonds, and cash proxies intended to maximize upside in favorable markets while limiting downside in adverse conditions.

Dynamic, rules-based mix of leveraged ETFs and cash/bonds aims for higher upside with built‑in risk controls. Out‑of‑sample: ~36% annualized return vs ~24% for the S&P, ~30% max drawdown, Calmar ~1.20, guided by momentum, trend, and volatility.