A dynamic, multi-asset strategy that blends a bond core with tactical, leveraged equity bets and volatility/dollar hedges. It uses many trend/momentum signals and windows to decide which bonds or leveraged stock bets to own, and when to switch to hedges or safer assets. It’s designed to seek higher returns with risk controls rather than simple buy-and-hold.

- Broad idea: mix safety (bonds/Treasuries) with opportunistic, potentially high-growth bets in equities, but control risk with hedges and volatility overlays. The system uses a lot of “tests” or checks over different time windows to decide what to own and what to hedge. If the tests indicate a favorable environment for risk, it shifts toward growth-oriented, often leveraged positions in tech and broad stock indices. If tests indicate risk is rising or fundamentals/volatility are unfavorable, it shifts toward safer assets or hedges. - Bonds and Treasuries core: There are several bond blocks. Some aim for a steady, low‑volatility income blend (IEF, TIP, LQD, HYG with a fixed weight). Others are more tactical: short- vs long-dated Treasuries and leveraged long or bear bets (TLT, TMF, TMV, SHY, SHV). The logic uses momentum signals and comparisons of recent performance to determine whether to tilt toward levered Treasuries (e.g., aiming for a 3x exposure with TMF in favorable long-duration momentum) or toward safer/shorter-duration vehicles (e.g., SHY or SHV, sometimes with cash-like hedges). - Equity Beta sleeve: The system includes aggressive stock-market bets (e.g., ProShares and Direxion funds that deliver 3x exposure to tech (TECL), semiconductors (SOXL), and the Nasdaq/QQQ proxy (TQQQ, QLD)). These are paired with risk controls: when signals look weak or risk is high, hedges and risk-off assets (PSQ, SH, UUP, GLD, BTAL, XLP, SPY) can be added or emphasized. There are explicit “safety” routes like “Leveraged Safety” and “Risk Off, Rising Rates” blocks that steer capital away from aggressive bets if volatility or momentum deteriorates. - Volatility and risk overlays: The strategy uses VIX-related ETFs (UVXY, VIXM, VIXY) and related screening (e.g., bottom/top selections by volatility, RSI thresholds) to time entries/exits, often in a way that tries to catch spikes in fear or volatility but also to avoid getting caught in extreme whipsaw. It also uses UUP (dollar), GLD (gold), and XLP (defensive sector) as ballast during stress. - Decision cadence and structure: Many rules reference 30/40/60/120/200-day windows, RSI-like checks, moving-average comparisons, and relative-return tests. The system can selectively choose 1, 2, or more assets within a group, and then assigns weights (e.g., 25/27.5/65 percent) to create a diversified, but actively managed, mix. In short: it’s a complex, rule-driven program that rotates among bonds, levered bond bets, leveraged stock bets, and hedges, aiming to maximize upside in favorable markets while limiting drawdowns in stress periods.

Out-of-sample Sharpe 1.51 vs SPY 1.40; drawdown ~11% vs ~19%; beta ~0.64 (lower market risk); Calmar ~2.01; annualized return ~22.04% vs SPY 22.42%, but with stronger risk controls and hedges. Superior risk-adjusted growth.