A highly layered, volatility-aware, rule-based strategy that trades leveraged equity bets (like TQQQ, TECL, SOXL) while hedging with volatility ETFs (UVXY, VIXY) and protecting with a defensive sleeve of bond/defensive sector ETFs. It relies on RSI, moving-average tests, and price momentum across many assets, using a “Holy Grail” safety net and a volatility block to steer exposure, daily rebalancing, and a backtest extending back to 2012. The goal is to chase big gains when regime signals are favorable, but minimize drawdowns by shifting into safer assets when risk rises.

- The system runs a long, deeply nested set of if-then blocks that decide which assets to hold on a given day. Think of it as a computer-generated scavenger hunt for the riskiest, most momentum-driven bets only when conditions look favorable, and safer bets when conditions look risky. - It uses volatility as a core signal: UVXY (and VIXY as a backup) measure market fear and potential drawdown risk. If volatility signals are high or RSI/price tests suggest risk, the logic steers toward hedges or safer sleeves (bond ETFs like BSV, LQD, AGG, TLT; sectorDefensive ETFs like XLP, XLV, XLU). - RSI (relative strength index) is applied to many assets with various look-back windows (10, 20, 60 days) to gauge whether an asset is overbought or oversold and to trigger or avoid leveraged bets accordingly. - Price momentum and moving-average checks are used to identify sustained trends. If current price is above a moving average (or above a moving-average of price over a window) or if moving-average returns are favorable, the code may tilt toward bullish, leveraged bets (like TQQQ, TECL, SOXL). If price fails to beat these benchmarks, the code may tilt toward safer or hedging positions (UVXY hedges, or the safe sleeve). - A separate “Holy Grail” safety module compares combinations of RSI, price versus moving averages, and cumulative returns across a safe-bond/defensive group to decide whether to load a 1–4 asset ballast (BSV, LQD, TLT, IEF, AGG, XLP, XLV, XLU, etc.), which reduces drawdown risk when the market environment deteriorates. - The final portfolio is a blend of leveraged equity bets and defensive assets, with weights and group selections adjusting daily. The intent is to capture upside in favorable regimes while reducing risk via vol-based hedges and a defensive sleeve during risky periods.

Out-of-sample ~23% annualized, Sharpe ~0.85, Calmar ~2.09. Dynamic, volatility-aware strategy that captures upside in favorable regimes and hedges risk with defense—seeking stronger risk-adjusted returns than the S&P.