RoRoGoGo: Risk On vs Risk Off tactical mix using leveraged ETFs, hedges, and risk filters to tilt between aggressive and defensive exposures based on momentum, risk metrics, and regime signals.

How it works in plain language: 1) Regime check: The system first decides whether the market should be treated as risk-on (favor equities and leveraged longs) or risk-off (favor hedges/defensive assets) based on momentum, volatility, and other trend signals using assets like TQQQ, QQQ, and market proxies. 2) Core logic in each regime: Within the chosen regime, the model runs a sequence of checks that compare the relative strength and recent performance of potential assets. This includes checks on RSI (a momentum gauge), moving-average performance, and other risk metrics such as drawdowns and volatility. 3) Asset filtering and selection: Each regime picks a subset of assets using filters (top/bottom by a chosen metric, such as standard deviation of price, moving-average returns, or maximum drawdown). For example, in strong markets it may favor ultra-long or inverse ETFs for hedging or additional exposure (like TQQQ for upside, SOXS/SQQQ for semiconductors hedges, etc.), while in weaker regimes it shifts toward defensive or cash-like components (BIL, TMF, TLT, XLP, etc.). 4) Position sizing and weights: The strategy uses a rule-based weighting (often “cash-equal” across chosen assets) to distribute capital across the selected group, sometimes with higher emphasis (weights like 85/100) to preferred subgroups. A tiny 1% rebalancing corridor avoids churn; in practice this means trades happen only when the trigger signals are clearly different enough. 5) Special rails and swaps: The plan includes conditional swaps (e.g., replacing UVXY with alternatives like SOXS) when volatility or regime signals reach certain thresholds, and it uses a mix of both bull and bear/ inverse ETFs to hedge or tilt risk. 6) Rebalance and constraints: The system tracks a frequent but disciplined set of rules; it aims to avoid constant rebalancing and limits turnover to a narrow corridor to reduce costs and noise.

RoRoGoGo tilts between leveraged growth and hedges using momentum and risk controls. Out-of-sample: lower drawdown (13.6% vs 18.8%), low beta, and risk-managed gains, potentially steadier, durable upside than the S&P 500.