A daily, rule-based, multi-asset system that tilts between aggressive equity exposure (TQQQ) and various bond/cash-like ETFs based on trend (price vs. 200-day MA) and momentum (RSI and relative strength) signals, including a separate TMV/TMF-based bond-momentum sub-strategy.

Overview: The system runs every trading day and decides how to allocate a portion of the portfolio among a set of ETFs. It starts with a 25% weight in the main allocation path and then uses two big decision rules: (1) trend direction of the market, and (2) momentum signals. The first gate checks whether the price of an indicator ETF (RINF) is above its 200-day moving average. If yes, the model looks for a tilt toward aggressive equity exposure (TQQQ) when equities look relatively stronger than bonds (measured by RSI signals comparing TQQQ vs. bonds and vs. QQQ). If those conditions aren’t met, it may place capital into a safer short-term bond ETF (BIL). (Note: RSI and price-mersistence logic determine exactly which asset is chosen.) (2) If the RINF-uptrend condition isn’t satisfied, the strategy switches to a “TMV Momentum” sub-strategy that rotates among bond-related ETFs (TMF, TMV, TLT, SHV, BND, BIL) using several RSI thresholds and momentum tests across different lookback windows (short-term, medium-term, and longer-term). If RSI on a leveraged-long-bond signal is weak or the bond suite shows momentum in a risk-off direction, the strategy may favor TMV (bond bear/short) or TMF (bond bull/long) depending on which signals are strongest. Throughout, the model uses moving-average comparisons (e.g., current price vs. 10-, 50-, 135-, 200-day averages) to confirm or override signals. The approach aims to ride uptrends with leverage when signals agree, while rotating into bonds or cash-like assets to protect against downside when signals indicate risk. The exact asset choices depend on the nested condition flow; expect daily updates to holdings, with leverage amplifying both upside and downside. Important caution: levered ETFs have high volatility and are generally less suitable for long-term holds without careful risk management.

Out-of-sample edge: ~61% annualized return vs ~20% for the S&P, Sharpe ~1.32 vs ~1.22, Calmar ~1.48 vs ~1.1. It rides uptrends with leverage and shifts to bonds/cash to guard downside—strong risk-adjusted growth, with larger drawdowns.