Daily-rebalanced, 3x levered multi-asset strategy targeting tech/semiconductor moves (TQQQ/SOXL/SPXL) with volatility and bond hedges (UVXY, SQQQ, TLT/BSV). It de-leverages in sideways markets to protect capital and uses Bull/Bear sub-strategies to pick long or hedging exposures.

- Core aim: capture large positive moves in tech-related assets using 3x levered ETFs, while protecting against big losses with volatility hedges and bond exposures. - Signals driving entries/exits come from momentum and trend checks (simplified: is the asset showing strong recent gains and upward price behavior?). When these signals are favorable, the strategy leans into levered long bets like TQQQ (3x Nasdaq), SOXL (3x semiconductors) and SPXL (3x S&P 500). - Volatility overlay: when market fear or volatility seems elevated (via UVXY-like signals), the system tilts toward hedges (e.g., SOXS, SQQQ) and bond-like components (TLT/BSV) to dampen risk, and may reduce leverage. - Bull Search vs Bear Search: two sub-strategies that respectively identify the best long candidates (Bull Search) and best hedges (Bear Search). Each sub-strategy applies a set of filters (momentum strength, moving-average checks, and recent performance) to choose assets and determine weightings. - Sideways Market Deleverage: if the market lacks a clear up or down trend (range-bound conditions), this module reduces exposure to levered longs and favors hedges and safer assets like Treasuries or USD exposure (e.g., UUP) to preserve capital. - Weighting and cadence: the system uses a two-part allocation where roughly half of capital is placed in the core long/hedged mix and the other half in supporting risk controls or adjunct hedges; positions are adjusted daily, enabling quick response to new data but increasing turnover and transaction costs. - Asset universe and roles: TQQQ, SPXL provide aggressive long exposure to tech and the broader market; SOXL adds semiconductor tilt; SOXS and SQQQ serve as explicit bear hedges; UVXY and other volatility proxies gauge market fear; TLT, SHY, BSV provide bond risk-off ballast; SPY/QQQ serve as broad index references; UUP offers USD exposure during deleveraging. The net effect is a dynamic, rule-based framework aimed at harvesting large trend moves while curbing risk in uncertain markets, with a strong emphasis on leverage risk, back-tested logic, and daily rebalancing. Caution: leverage magnifies both gains and losses; this approach requires robust risk controls and a suitable account size.

Out-of-sample, this 3x levered, volatility-aware strategy beats the S&P on risk-adjusted terms (Sharpe ~1.47, Calmar ~1.82) with outsized upside (~104% annualized). Hedging and deleveraging help protect capital, though drawdowns can be larger.