A dynamic, risk-controlled strategy that switches between leveraged growth bets and hedges using a bond-based regime signal and RSI-driven asset selection, with daily rebalancing and backtest-informed tweaks to optimize upside while limiting drawdown.

- Determine market regime using a bond-based signal. If 56-day cumulative return of BND > 0, operate in Risk On mode; otherwise switch to Risk Off. - In Risk On, select the bottom-4 assets by RSI (21-day window) from a pool of leveraged growth funds (e.g., SOXL, TECL, TQQQ, UPRO, FAS, URTY, etc.) and allocate roughly equally. These assets aim to capture amplified upside in strong markets. - In some variants, supplement with a smaller “Bottom 2” group using shorter RSI windows (e.g., 5 days) and include non-stock assets like TMF/TMV and PDBC to diversify. - In Risk Off, shift to hedges and safe hedges such as US dollar funds (USDU), currency hedges (FXY, HEFA), and anti-beta/low-correlation products (BTAL), while reducing equity leverage. - Adjust holdings based on drawdown and moving-average indicators (e.g., 20-day MA signals, max drawdown screens) to reduce risk and drawdowns. - Rebalance daily, with explicit preference for liquid, well-traded ETFs. The aim is to maximize upside in favorable regimes while protecting capital when conditions worsen; testing notes indicate ongoing tweaks to asset lists and signal sources to improve drawdown control and hit rate.

Stronger upside with a managed risk approach: potential 29% annualized return vs SPY’s 21%, using regime switching, leveraged growth in favorable markets, and hedges to reduce drawdowns. Daily rebalancing keeps exposures current and liquid.