A daily, rule-driven, regime-aware strategy that weighs a leveraged tech bet (TQQQ) against cash and hedges (BIL, VIXY, BTAL) and adds conditional tilts to EM and bonds. It uses RSI, moving averages, and short-term momentum to decide when to chase trends or seek protection, aiming to ride favorable regimes while limiting drawdowns through hedges and cash.

- What it tries to do in plain terms: it’s a daily decision system that decides whether to ride a leveraged stock bet (mostly via TQQQ, which aims to triple the daily move of tech stocks) or to stay mostly in cash and hedges to protect against risk. It also adds some bets on emerging markets and bonds when conditions look favorable. The whole system uses a series of checks (signals) to decide: go long, go hedged, or tilt to other assets. - Signals explained simply: - RSI (momentum): checks if an asset has recently moved up a lot (overbought) or down a lot (oversold). A high RSI on TQQQ or SPY suggests strong recent momentum; a low RSI suggests weakness or a potential mean-reversion move. - Moving-average/price checks: compares the current price to a recent average to see if the asset is trending up or down. - Cumulative/short windows: looks at how much an asset has gained or lost over recent days (1 day, 6 days, etc.) to gauge short-term momentum or reversals. - Regime tests: groups like "Huge volatility", "Normal market", and "Bond-focused" test whether volatility, bond signals, or price relationships point to a risk-on, risk-off, or mixed environment. - How it allocates: the system uses weighted decisions (some blocks push the cash exposure to 100% in that branch, others push toward an 85/100 allocation mix) and the final allocation tends to favor TQQQ when momentum signals and regime checks align, but switches to hedges (BIL for cash, VIXY for volatility, BTAL for anti-beta) when risk signals dominate. - Asset mix and tilts: - Core long (when signals allow): ProShares UltraPro QQQ (TQQQ), a very aggressive bet on tech stocks because it seeks 3x the daily move of the Nasdaq-100. - Cash and hedges: BIL (short-term Treasuries) provides liquidity and ballast; VIXY adds exposure to volatility as a hedge; BTAL targets hedge-like behavior by seeking anti-beta exposure. - Optional tilts: EM exposure via EDC (bull 3x) and EDZ (bear 3x) depending on regime conditions; bond position logic (IEF, IWM, BND, TMF, etc.) influences whether the strategy prefers risk-off or risk-on in non-tech parts of the portfolio. - Rebalance frequency: daily. The algorithm reassesses signals every day and may switch pins accordingly. - Risk notes: Leveraged ETFs like TQQQ magnify both gains and losses. Because this is a dense decision tree with many cross-asset signals, it can be sensitive to small shifts in market conditions and signal noise. It’s designed for experienced investors comfortable with rapid shifts and drawdowns, and it relies on the quality of the signals (RSI, price momentum, and regime classifications) behaving as expected over the chosen lookbacks. - In short: a busy, rule-based, regime-aware mix of a leveraged tech bet with layered hedging and occasional diversifications into bonds and emerging markets, tuned daily by momentum and regime indicators.

Regime-aware, rule-driven strategy blending leveraged tech bets with hedges and cash. Out-of-sample: ~143% annualized return vs ~20% S&P; Sharpe ~1.87 vs ~1.14; Calmar ~3.93—designed to chase winners while protecting capital with hedges.