Two-part, daily-rebalanced, high-leverage tactical strategy. Sleeve 1 targets leveraged equity exposure (primarily TQQQ) funded partly by BIL cash; Sleeve 2 provides hedges via inverse/long-bond ETFs. Decisions driven by RSI momentum signals and trend checks (price vs 200-day MA). Purpose: maximize upside in strong markets while providing structured risk-off hedges, at the cost of higher risk and complexity.

- The strategy splits capital into two sleeves, each with its own rules, and aims to rebalance daily. - Sleeve 1 (Reddit TQQQ FTLT w/BIL): tries to ride strong market moves in tech and the broad market using 3x leveraged ETFs (primarily TQQQ for Nasdaq exposure, with SPXL and others as possible). When momentum and trend signals are favorable, you stay long and keep cash in BIL. When signals become extreme or trend deteriorates (e.g., RSI on key assets hits high or moving-average checks fail), the system steps toward hedges rather than staying fully long. - Signals used include RSI (momentum) thresholds on TQQQ, SPXL, SPY, and other levered ETFs, plus a trend check like current price above a 200-day moving average for SPY. If these signals are positive, long exposure increases; if negative, exposure shifts toward hedging positions or cash. - Sleeve 2 (boosted zoop): acts as a defensive complement, using its own set of RSI and price-trend checks to tilt toward hedges (e.g., SQQQ, TMF, TMV, TLT) or to add or reduce long exposure. This sleeve also uses a mix of assets and sometimes prioritizes the strongest hedges based on relative strength signals. - The hedges serve to protect against drawdowns in a risk-off scenario: SQQQ provides Nasdaq downside protection, while TMF/TMV and TLT provide duration-based hedging when stocks falter. - The overall aim is to capture upside in rising, momentum-driven markets while having a structured, rules-based way to move into hedges when risk signals escalate. Because the strategy uses leverage and frequent turnover, it can outperform in strong rallies but may suffer significant drawdowns in choppy or trending-down markets. It is important to backtest and understand the sensitivity to leverage decay and regime changes. - What you’ll own on a typical day depends on the signals: the primary long tilt is usually TQQQ (with occasional SPXL/UPRO exposure), while hedges can include SQQQ and bond-related ETFs, with BIL acting as the cash proxy. The specific tickers and exact thresholds are nested in the decision logic and can change depending on which branch of the rules is active.

Out-of-sample it delivers ~28.6% annualized returns vs SPY’s ~18.5%, plus a built-in hedging layer to protect capital in downturns while still pursuing strong uptrends.