A momentum-driven, multi-asset rotation between leveraged equity bets and volatility/defensive hedges, with cash/bond safety layers. It cycles into TQQQ/SPXL/SOXL/UPRO or similar when signals look favorable, and into UVXY/SVXY/VIXM or cash/bonds when risk rises. It uses RSI and other momentum/volatility filters across multiple lookbacks to decide which bucket to favor, aiming for aggressive growth in strong markets while protecting capital in choppier times.

- The strategy trades a mix of leveraged stock ETFs (examples include TQQQ for tech, SOXL for semiconductors, TECL for tech, SPXL/UPRO for broad market, and UDOW for Dow exposure) and volatility/hedge instruments (UVXY, SVXY, VIXM, SQQQ). - It also uses bonds/cash ballast (BIL, SHV, TMF, IEF, TL T, BND) to provide safety when signals deteriorate. - Signals are built around momentum and risk indicators across multiple lookback windows (roughly 10, 21, 45, and 126 days). A common trigger is RSI-based momentum: if an asset’s RSI is very high or low relative to a reference asset, the system shifts to a different bucket (e.g., from a risk-on levered position to a hedge or cash). - In calm/positive momentum regimes, the system tends to allocate to core leveraged long bets to maximize upside. When momentum fades or volatility climbs, it pivots toward hedges (UVXY, VIX-related funds, or SQQQ/VIXM) and/or cash/bonds to protect capital. - Some blocks explicitly favor hedges with top-N volatility-related assets filtered by volatility/return metrics, while others switch to a “Safety Town” set of allocations (treasuries and short bonds) when risk metrics exceed thresholds. - The overall aim is to maintain exposure to growth via leverage when markets look strong, while containing risk with hedges and safer assets when conditions worsen. This requires tolerance for higher complexity and higher potential drawdowns in exchange for bigger upside in favorable periods.

Stronger upside than the S&P 500 through tactical rotation into leveraged growth and hedges. Out-of-sample annualized return ~59%, Sharpe ~1.22, Calmar ~1.75 vs SPY ~23% return. Higher drawdowns (~34%) possible; hedges/bonds help manage risk.