Daily tactical, multi-asset program using momentum, volatility, and trend signals to switch between leveraged long bets and hedges while using bonds/dollars as ballast and a volatility hedge during stress.

- Daily, rule-based engine evaluates momentum/volatility signals on SPY, QQQ, and levered ETFs. - If market is considered extremely overbought or volatile, move into an Extreme Volatility Hedge with VXX. - Otherwise, split into Bear and Bull buckets. Bear picks 2–3 bearish/defensive/hedge assets (e.g., SPXS, SQQQ, SOXS, USDU, BIL, AGG) based on ranking by recent performance and trend signals, then allocates equal weights. - Bull picks 2–3 bullish levered ETFs (e.g., TQQQ, SPXL, SOXL, UPRO, TMF) using the same ranking method, then allocates equal weights. - In some branches, a “defense” group (e.g., DBC commodities, US dollar funds) provides ballast or hedges as indicated by moving-average and standard-deviation checks. - Final exposure is rebalanced daily, with weights typically distributed evenly across the selected assets in the active buckets. This creates a dynamic, tactical mix rather than a fixed long-term allocation. - The system uses a mix of RSI thresholds, moving averages, and cumulative/average return metrics to decide which assets to include and how to weight them. It also uses some simple “top”/“bottom” sorts to pick the strongest performers in each bucket for inclusion.

Out-of-sample edge: ~29.7% annualized return vs ~23.6% for S&P, thanks to a daily tactical mix of levered longs, hedges & ballast. Strong upside potential with risk controls—yet higher drawdown risk (~46.9% vs ~18.8%).