A daily, rule-based, tactical portfolio that uses a mix of leveraged and inverse ETFs to chase momentum in tech/indices while applying hedges and de-risking in sideways or crash-like markets. It switches between aggressive long bets (e.g., TQQQ, SPXL) and hedges (UVXY, SQQQ, PSQ) based on RSI, price vs. moving averages, and recent performance, with explicit “sideways market” and “crash/deleverage” modes.

- You start with a broad list of potential bets, most of which are 2x–4x leveraged or inverse ETFs (these are funds designed to amplify daily moves of major indices or provide the opposite of those moves). - Each day, the strategy checks momentum and trend signals for various assets. A few key ideas: • Momentum/RSI signals: if an asset looks very strong (RSI over a high threshold on a short window), the system might tilt toward hedges or limit further exposure to that asset, or pick other assets that look better on momentum screens. • Price versus moving averages: the system compares current price to moving averages (e.g., 20, 60, 200 days). If the price is above a moving average, that’s a “bullish” sign; if below, a bearish sign. • Recent performance checks: it may look at how much an asset has gained or lost over past days (e.g., 5, 60, 70, or 200 days) to decide whether to stay invested, scale back, or switch. - Tactical tilts: assets like TQQQ (tech NASDAQ-leveraged), SOXL (semiconductors), TECL (tech Nasdaq 3x), SPXL (S&P 500 3x), UDOW (Dow 3x), SMH (semiconductors), and SPYU (4x S&P 500 leveraged ETN) are used as the core leveraged bets. Short/inverse vehicles like SQQQ (short QQQ), PSQ (short QQQ), UVXY (volatility) are used for hedging or de-risking when signals indicate risk is rising. - Sideways-market mods and crash/deleverage rules: when the market looks choppy or near a “crash territory” signal, the strategy moves toward cash or de-leveraged positions and uses hedges. This is meant to reduce drawdowns in non-trending environments. - Selection method: the system may pick the top assets based on momentum or return signals and allocate weights accordingly, occasionally using equal-weighting or proportional weightings (e.g., 100% cash at times, or fully invested in a small set of assets when signals are favorable). - Rebalancing: this is done daily, so the portfolio structure can shift every day as signals change. - Caveats: levered and inverse ETFs are designed for short horizons and can behave very differently in volatile markets. Costs, tracking error, and compounding effects can impact long-run results. The strategy is best understood as a tactical, rather than buy-and-hold, approach that seeks to ride momentum but pull back when signals warn of risk.

Out-of-sample, this tactical mix of leveraged bets and hedges targets momentum, delivering ~47% annualized return vs SPY’s ~20%, with Sharpe ~0.92 and Calmar ~0.81— stronger upside with disciplined risk vs the S&P 500.