A turbocharged, multi-signal, tactical strategy blending levered equity bets with volatility hedges, scaled-in exits, and overlays like KMLM. It aims to ride big uptrends while defending against spikes in volatility, using numerous momentum and volatility checks to enter, scale, or hedge positions.

- The strategy uses a multi-layered decision tree to pick levered equity exposure (e.g., SPXL, TQQQ, TECL, SOXL) when market momentum looks favorable. It also builds hedges from volatility ETFs (UVXY, VIXY, VIXM) and inverse/defensive plays (SVXY, BIL, SGOV) to curb risk during spikes in volatility. - Signals come from price momentum checks (moving-average comparisons), and RSI-like momentum gauges, evaluated across several windows (short, medium, long). RSI-style logic is explained to a layperson as “a measure that compares recent up-days to down-days to gauge whether assets are gaining or losing momentum.” The system often requires several conditions to be true before entering or increasing a levered position, which helps avoid crowded, weak signals. - Scale-in logic (Anansi’s Scale-in Frontrunner) enters positions gradually: start with equal or partial cash allocations, then add more exposure as signals strengthen, reducing the risk of a big upfront wrong bet. - The “Best Leverage Mashup” combines the most favorable levered exposures into a single, blended setup, selecting the best mix monthly/daily based on the composite signals. - A KMLM Switch overlay shifts exposure in certain scenarios, and NOVA’s blocks braid these elements into a single operational ladder from low-risk “cash-equivalent” drills to aggressive levered bets. - The framework emphasizes non-core hedging with volatile-market protections (UVXY/VIX), occasional defensive tilt to bonds (BIL/SGOV/GLD/DBC), and occasional tilt toward commodity/alternative baskets, depending on signals. - Entries are not static; the system continuously evaluates whether to stay in, scale in, hedge, or exit based on the signal state. It is a tactical, risk-managed, and highly conditional approach rather than a simple buy-and-hold plan.

Multi-signal levered strategy that scales into winners and uses volatility hedges to ride big uptrends while defending in spikes. OOS annualized return ~19.6%, Calmar ~1.02—aiming at better risk-adjusted gains than the S&P, with managed drawdowns.