A high-octane, rule-based system that uses momentum, RSI, and bond signals to rotate a basket of leveraged ETFs and volatility hedges, aiming to ride uptrends and guard against downturns with dynamic risk-off bets.

- It watches a broad menu of ETFs (mostly levered equity bets like TECL, SOXL, TQQQ, SPXL, QLD, UPRO) and some hedges (VXX, SQQQ, TMF, TMV, SHY, etc.). - When the market looks stretched to the upside (high RSI, strong short-term momentum), it tries to go long the strongest levered uptrend bets and/or buy hedges to protect gains. - When the market looks oversold or risk is high, it shifts toward hedges (VXX, SQQQ) and toward safer bond-like exposures (TLT, SHY, TMF depending on the regime). - It uses short windows (5–7 days) to rank assets by recent performance and to decide which single asset to buy (often allocating 100% to that pick). - Bond signals (e.g., TLT trend, EMA comparisons) influence tilt toward TMF/TMV or SHY for defensive posture. - The approach also includes defensive baskets (emerging markets, risk-off rotations) to diversify the timing of entries. - The intent is aggressive upside capture when trends are favorable, with volatility hedges to dampen downside during drawdowns.

Dynamic, rule-based strategy riding the strongest levered uptrends while hedging risk with volatility and bonds. Out-of-sample: ~104% annualized return vs 24% for S&P, strong risk-adjusted profile. Note: drawdowns can be larger in stressed markets.