A daily, rule-based, safety-first tactical strategy that blends leveraged equity bets with hedges. It uses multiple signals (RSI, moving averages, cumulative returns) and bond/stock regime checks to tilt between risk-on levered bets and protective hedges, replacing UVXY with safer proxies when needed. It targets diversification across tech/semis and other sectors while prioritizing capital preservation.

- What you own changes daily based on many quick checks (signals) rather than a single rule. - The rules look at: is the market in a trend? are volatility levels high? have stocks or bonds performed better recently? are certain ETFs overbought or oversold? - When signals look favorable, the strategy buys or concentrates on levered equity bets (for example, TQQQ or TECL) to pursue bigger gains. - When signals show risk (high volatility, downtrend, or weak bonds relative to stocks), it shifts toward hedges and safer assets (replacing UVXY with VIXY, plus BIL and BTAL or other protectors). - There is a dedicated logic to avoid owning UVXY directly in many cases, substituting hedges that historically behave more predictably under stress. - The strategy uses a bond versus stock regime test (e.g., 20-day bonds vs. 60-day stock signals) to decide whether to tilt toward bonds or stocks. - It combines several modules (e.g., “The Classics”, “Holy Grail”, “Bearish Protection”) that each contribute checks and candidate holdings, then selects a single path to implement, usually with full allocation to the chosen options. - The approach intentionally blends growth-oriented bets with safety rails to protect capital while still aiming for upside over time.

Out-of-sample, this strategy targets ~52% annualized return vs ~24% for the S&P, with a Calmar ~1.55 indicating strong risk-adjusted upside. It dynamically blends leveraged bets with hedges to chase gains while protecting capital in volatility.