A daily, multi-layer, protected-leverage system that alternates between aggressive 3x levered bets on S&P 500 and Nasdaq (via UPRO/TQQQ with a TMF hedge) and defensive cash/hedges (BIL/TMF) based on momentum, volatility, and drawdown checks. It blends several risk-tue strategies (1.5–2% stdev styles) into a single, adaptive exposure pie that aims to grow in uptrends while protecting capital in riskier periods.

- It runs every day and decides whether to chase exposure (Risk ON) or protect capital (Risk OFF). - When Risk ON, it tilts toward levered equity bets using UPRO (3x S&P 500) and TQQQ (3x Nasdaq) with a significant weight to those two, plus some treasury-based hedge via TMF. The weights vary by sub-strategy but typical builds favor more equity leverage with a supplementary TMF portion to diversify risk. - When Risk OFF, it shifts to cash-like holdings (BIL) and/or hedges to dampen drawdowns. - Several sub-strategies (e.g., 1.5% stdev, 2% stdev, etc.) operate with different volatility/risk budgets, so the blended result adapts to changing market conditions. - Signals come from a combination of momentum-ish checks (RSI-like comparisons), volatility and standard deviation screens, drawdown history, and dip-buying logic (buy the dips on Nasdaq 100/S&P 500 while watching for risk spikes). - The design uses nested decision trees that weigh recent performance windows (1-day, 5-day, 21-day, up to 252-day lookbacks), compares to safe-bond proxies (e.g., SHY, BIL), and applies threshold tests (e.g., max drawdown > x% triggers hedges). - The strategy favors a tactical, risk-controlled approach: it wants upside when markets advance but minimizes damage when volatility or drawdown rises, aiming for a protected 3x exposure profile overall.

Dynamic, risk-controlled leverage aims to beat the S&P. OOS return 37.3% vs 21.8%; Calmar ~0.75. Daily rebalancing with hedges seeks upside in uptrends and capital protection in downturns—note higher drawdown risk.