A rule‑driven, dip‑buying, multi‑asset strategy that uses short‑term momentum on a big levered tech ETF to tilt between risk‑on and risk‑off, plus a 150‑day momentum basket and a bond‑trend selector to tilt Treasuries. It blends leveraged equity exposures, defensive sectors, and bond plays with a structured rebalancing rule.

- Step 1: Check a short, sharp momentum indicator on a big levered Tech ETF (TQQQ). • If the 10‑day RSI is very high (above 79), tilt toward defensive/volatility assets: UVXY (15–25% weight) and XLP (75–85% weight). • If the 10‑day RSI is very low (below 31), tilt toward more aggressive tech and a defense: TECL (about 50%) and XLP (about 50%). - Step 2: If neither extreme is hit, enter the 150‑day momentum basket: scan a broad universe of ETFs (tech, broad market, bonds, commodities, energy, gold, currencies, international, and even some levered plays) and rank by momentum over roughly the last 150 trading days. Take the top 4 and allocate to them in a blended way (the basket is treated as the main equity/alternative sleeve). - Step 3: Bond tilt option (30% ballast path): separately evaluate Treasuries using a bond‑selector rule. If the 400‑day price versus the 150‑day moving average for TLT indicates a positive trend, lean into a long‑duration, levered bond exposure (TMF). If not, the path may switch toward a bear‑bond exposure (TMV) under certain conditions. This creates a dynamic bond tilt that adjusts part of the portfolio away from/into Treasuries depending on the trend signal. - Step 4: Weights and rebalancing: the strategy combines a 70/30 split between the 150‑MA momentum basket (top 4) and the bond tilt path, and it uses a corridor (about 12%) to trigger rebalancing, helping to keep allocations within target bands without overtrading. The overall aim is to capture dips in price, ride momentum when conditions are favorable, and employ a bond‑tilt hedge when Treasuries look attractive or unattractive on a trend basis. - Step 5: Tickers and exposure: the universe includes a mix of high‑octane leveraged ETFs (e.g., UPRO, TQQQ, TECL, SOXL, UDOW), broad market funds (SPY, QQQ via TQQQ, etc.), defensive sectors (XLP), precious metals (GLD), commodities (PDBC, PDBC‑like), and various bond proxies (TLT, TMF, TMV, BSV, USDU, XLE, EWZ, DUG, etc.). The intent is to diversify across sectors and instruments while using momentum and trend signals to decide which slices to emphasize at any given time. It’s not a simple buy‑and‑hold model; it’s a rule‑based, signal‑driven approach designed to respond to evolving market regimes.

Out-of-sample, this strategy targets higher upside (27.8% vs SPY 21.3%) via a rule-based blend of leveraged tech, momentum baskets, and bond tilts, with disciplined rebalancing to adapt to regimes and improve risk-adjusted returns.