A daily-rebalanced, 3x levered strategy that toggles between aggressive equity bets (UPRO/TQQQ) and protective hedges (BIL/TMF) using multi-window momentum/volatility signals and bond-based risk checks to manage risk, with a focus on “Bear Buy Dips, Bull Fear” hedges and no K-1 complexity.

Plain-language view: - The system toggles between two modes: Risk On (aiming for big gains using 3x leveraged stock bets) and Risk Off (protecting capital with cash and short-term Treasuries). - It looks at many different time horizons (about 2 weeks to 2 months) to judge what the market is doing, using signals that feel like momentum and volatility checks rather than a single indicator. - When the signals say “go,” the strategy increases exposure to leveraged equity ETFs (like UPRO and TQQQ) and reduces cash, aiming for higher upside. When the signals say “protect,” it shifts into safer holdings (short-term Treasuries and cash). - It uses a blend of bonds (60 days signals using BND/BIL), which helps decide when to be more aggressive or cautious, following the idea that safer bond signals come before risk-off moves and vice versa. - The plan avoids complex CTA funds in order to keep backtesting workable, but it still uses hedge-like positions (bear and bull hedges) to reduce drawdowns when needed. - Position sizes and which assets to hold are decided daily, with multiple layers of checks (e.g., checks on how much the market has drawn down over different windows, how volatile returns have been, and how broad-market and Nasdaq composites compare to safe proxies). - Tax considerations are simplified by favoring “No K-1” assets (e.g., BIL rather than some ETF that issues a K-1). In short: it's a flexible, rules-based system that tries to capture big upside with leverage while using a broad set of risk checks to keep the downside controlled, rebalancing every day to stay aligned with the latest signals.

Dynamic 3x-lever strategy with risk-on/off hedges targets outsized upside versus the S&P 500. OOS annualized return ~56% vs ~21%; Calmar ~1.15, but larger drawdowns (~49%).