A momentum-driven, leveraged-equities strategy with an 85% equity tilt. It buys top-performing 3x leveraged ETFs when short-term momentum looks strong and shifts into hedges (UVXY, bear ETFs, or cash/bonds) during risk-off signals. Uses RSI-like momentum checks and ranking to pick the best candidates, with a 5% rebalancing band.

- The strategy sits in the equity category and leans heavily on short-term momentum signals. It watches several popular funds (including 3x levered ETFs that aim to magnify stock moves across tech, S&P 500, Dow Jones, small caps, energy, semiconductors, etc.). - If momentum signals reach certain high thresholds on major benchmarks (for example, an RSI-like indicator for QQQ or other proxies exceeding about 79), it adds exposure to a selected set of long, leveraged ETFs. - When momentum looks extreme or uncertain (or when the main momentum screens fail to show strong opportunities), the strategy pivots toward hedges and “risk-off” assets, such as volatility plays (UVXY) and bear/short ETFs (SQQQ, DRV, TZA, etc.), as well as cash-like instruments (short-term bonds or bills). - The system ranks potential holdings by recent performance (e.g., cumulative return or moving-average return over recent windows) and tends to pick the top few to fill the 85% equity target. - The remaining sleeve contains defensive or hedging positions (bonds/cash and bear products) to limit drawdowns. - Rebalancing is not constant but uses a small corridor (about 5%) to keep allocations from drifting too far, focusing on timely rotation rather than perpetual trading. - The overall aim is to capture upside in strong bull moves via leveraged equity ETFs while not getting crushed in pullbacks by promptly adding hedges.

Out-of-sample edge: ~47% annualized return with Sharpe ~0.96 and Calmar ~1.02, beating SPY’s ~16% return. Momentum-driven, levered exposure with hedges captures upside while offering risk controls—though drawdowns can be larger due to leverage.