A long-term, rule-based strategy that uses levered equity ETFs for growth in uptrends and a Treasury momentum overlay for risk control. It rotates among growth and hedging assets based on trend (200-day MA) and momentum (RSI, relative strength), with two variants: a pure 2x (with 3x options) and a 60/40 version blending TMF/TMV momentum.

A long-term, rule-based system. It has a core growth sleeve built with levered stock ETFs (e.g., QLD) that is activated when the market is in an uptrend and momentum is favorable. Separately, a TMF/TMV momentum overlay rotates between Treasuries and hedging/defensive instruments (e.g., SHY, BND, inverse or shorter exposure to equities like QID/SQQQ) to protect against drawdown. The system uses simple trend checks (price above a long-term moving average such as the 200-day) and momentum indicators (RSI and “relative strength” rankings) to decide which assets to buy and how much to allocate. If the market is strong, the core grows with higher leverage and select high-momentum ETFs (QLD, SPXL, SSO, etc.). If momentum weakens or trend signals invert, the overlay moves capital into bonds/cash or hedges to reduce risk. There are two main variants: a 2x ETF core (with 3x options) and a 60/40 version that blends the TMV/TMF momentum overlay with the core. Rebalancing occurs within a small corridor rather than constantly, and weights are explicit (e.g., 66/34, 88/12, 100/0 across components). In plain terms: the system tries to buy fast-growing markets with amplified exposure when they’re clearly rising, then shifts to safer assets or hedges when the rise stalls or reverses. The use of less-popular ETFs like QLD, TMF, TMV, QID, SQQQ reflects a design to exploit momentum and leverage across both equity and fixed-income assets, rather than relying on a single index. Important caveats include leverage risk, compounding effects, and the fact that backtests don’t guarantee future results. The user must understand that this is a technical, rule-based allocation, not a stock-picking strategy, and it assumes access to a broad set of ETFs and automated trading rules.

Out-of-sample: ~37.6% annualized return vs ~21.9% for the S&P, Sharpe ~1.26, Calmar ~1.46, plus a Treasury-overlay that controls risk. Higher upside comes with a larger max drawdown (~25.8%).