A complex, rule-based system that blends momentum-driven bets on levered growth ETFs (like TQQQ, SOXL, UPRO) with hedges (UVXY, VIX ETFs), and defensive/bond exposure (TMF/TMV, TLT, IEF, SHV). It uses many signals (momentum, price vs. moving averages, volatility, drawdown) across a wide asset universe and nests dozens of if-then rules to decide what to hold and how to weight it. It aims to ride uptrends while hedging volatility and adding bonds for ballast, but its intricacy and leverage mean risk is high and outcomes are highly timing-dependent.

- The strategy is a big decision tree that decides what to hold at any moment. Think of it as many mini-robots each watching different signals, voting on what to buy and how much to allocate. - It uses a mix of signals to judge momentum, price trends, and volatility. Examples of signals used: relative strength momentum (RSI-like metric), moving averages (price relative to a long-term average), and volatility-based assessments. These signals are evaluated for many assets (a wide basket of leveraged stock ETFs, sector/tech focused ETFs, and several bond/defensive ETFs). - The assets are grouped into theme sleeves such as Bear, Bull, NOVA (a broad momentum explorer), Bonds, and Safety Town (volatility hedges and anti-beta strategies). Each sleeve has its own rules about when to tilt toward or away from certain assets. - When a sleeve’s conditions are met, it suggests a position in one or more assets and assigns weights. Weighting examples you’ll see include “wt-cash-equal” (equal cash across selected assets) or explicit splits like “UVXY 75, BTAL 25” (75% to UVXY, 25% to BTAL) to balance growth potential with hedging. - UVXY, VIXY, VIXM, SVXY and BTAL are used as volatility hedges or hedged exposure, and TMF/TMV, TLT, IEF, SHV, etc., are used for bond exposure and risk reduction. Levered ETFs like TQQQ, UPRO, SOXL, TECL, SPXL, LABU, NDVE etc., are used to chase momentum in hot sectors, especially tech and semiconductors. - The system often combines signals across windows (short-term RSI, 10-day or 21-day momentum, longer windows for moving averages) and across price versus long-term benchmarks (price above/below a moving average, price above a long-term value). It also screens for risk by checking drawdowns and volatility histories (max drawdown, standard deviation of returns, etc.). - The end result is a blended, multi-asset portfolio that can rotate toward risk-on growth sleeves or toward hedges/bonds depending on what the rule-set deems favorable at that moment. It’s designed to be highly responsive (lots of short windows) and quite diversified in the sense of using many asset classes and signals. However, because it’s so complex and levered in places, it carries substantial risk and sensitivity to data and timing.

Out-of-sample edge: Sharpe 2.04 vs S&P 0.97; Calmar 8.95; annualized return ~110.8%. A rule-based blend of leveraged growth, hedges, and bonds aims for higher upside with diversified risk controls versus the S&P.