A daily, momentum-based rotation among leveraged ETFs, filtered by Treasury momentum and market-regime signals, selecting two top-momentum assets from a broad ETF pool (or their hedging counterparts) and equal-weighting them; uses short-term momentum (4-day) and RSI cross-market checks to gate the choices.

- Everyday, the system re-evaluates a set of levered and inverse ETFs and decides which two to hold today. - It uses two main pools of assets: a TMF Check pool and a No TMF Check pool. TMF is a Treasury-bond ETF; the code checks whether its momentum (RSI) is above a threshold to decide which pool to consider. - Within the chosen pool, it uses a short-term momentum screen (4-day moving-average return) to rank assets. On the highest-ranked assets, it selects two with top momentum (top-2) to hold; in some branches it may choose the bottom-2 in other contexts, effectively tilting to a weaker-momentum pair when conditions call for it. - The asset list includes common levered/short ETFs across several sectors: HIBL, DRN, FAS, TNA, URTY, EDC, NUGT (long or leveraged bets on High-Beta/Real Estate/Financials/Small Caps/Energy/Gold miners), and their inverse/short partners HIBS, DRV, FAZ, TZA, SRTY, EDZ, DUST for hedging/short exposure. - RSI checks compare momentum signals across sectors and benchmarks (TMF vs SPY vs IWM vs IEF). If RSI(TM F) > 60, and cross-market conditions (e.g., RSI relationships with IEF/IWM) favor one pool, the system selects top-2 by 4-day momentum from that pool. If not, it routes to the No TMF Check pool, which uses a similar mechanism but may reference a different asset subset. There is also a condition based on SPY RSI (> 71) signaling an overbought regime, which can steer it to the alternate path. - The final allocation is 2 assets, equally weighted (cash-equal) so each chosen ETF gets 50% of capital. If none of the conditions are met, the code implies staying in cash or not taking new leverage exposure. - The intent is to ride short-term trends in leveraged ETFs while avoiding unfavorable regimes by requiring multiple confirmations before taking on exposure. The risk is high due to leverage and the complexity of timing signals. - Practical interpretation for a user: you’re effectively betting on two leveraged ETFs that show the strongest short-term upside today, but only if Treasury momentum and other market signals look favorable. If the signals aren’t favorable, you may end up with a different pair or stay in cash, reducing the chance of a large drawdown during choppier markets.

This strategy targets powerful upside in favorable regimes, delivering an out-of-sample annualized return of about 38.5% vs the S&P’s ~21.4%, with disciplined regime filters and two-levered-ETF picks. Note: higher drawdowns (~49%) may occur.