A complex, all-weather framework that buys more when markets dip and hedges when fear rises. It blends leveraged equity bets (SPXL, TQQQ, SOXL), volatility hedges (UVXY/VIXM/SVXY), and a Safe Haven sleeve (GLD, XLP, DBMF) with momentum signals (RSI) and daily rebalancing to adapt to changing regimes.

- The framework is divided into multiple sub-strategies (eg, SPY-focused, SPXL/QQQ-focused, SOXL-focused, and QQQ-focused blocks) plus a Safety Town Safe Haven sleeve and a VIX/Hedging block. Each block has its own rules and weight, but they all feed into a daily rebalance. - The system uses momentum signals to decide when to enter or add to positions. The momentum signal is commonly the RSI (Relative Strength Index) calculated over different lookbacks (eg 10, 14, or 90 days) and compared against thresholds (roughly, oversold under 30, overbought above 70, with additional targets like 88 or 85 for specific assets). If a signal says an asset is oversold, the algorithm may tilt into that asset using leverage (for example SPXL or TQQQ) and/or add volatility hedges (UVXY, VIXM) in tandem. If a signal says overbought, it may shift toward hedges or safe havens (SVXY, BTAL, GLD, XLP, DBMF) to reduce risk. - The plan uses a multi-layer decision tree: if an asset’s RSI is favorable, it may open up a “Pop” pathway (eg, TQQQ Pop, SPXL Pop, SOXL Pop) with higher exposure to leveraged bets; if conditions aren’t favorable, it falls back to safer sleeves (Safe Haven or VIX/Hedging) or trims exposure. - Weights (percent allocations) are applied within each group and across groups to total 100% of capital. Some entries show explicit weights like 55/100 for UVXY-related levels, or 25/100 for SPXL Pop and SOXL Pop blocks, with a final 100/100 aggregate. - The Safe Haven sleeve uses assets like GLD (gold), XLP (consumer staples), and DBMF (managed futures) plus inverse-vol hedges (UUP, SHY, SHV) to provide ballast when markets distress. - The VIX Hack and other hedging elements bring in volatility futures ETFs (UVXY, VIXM, SVXY) and anti-beta/market-neutral components (BTAL) to reduce correlation during spikes in fear. - The framework incorporates filters (e.g., selecting the “top N” by risk metrics like standard deviation over a 21-day window) to avoid overcrowding any single risk factor. - All components are designed to rebalance daily, adjusting which bets are active and how much capital each receives. - Important caveat: this is a leveraged, complex strategy. It can magnify gains but also magnifies losses and drawdowns, especially during fast-moving volatility events. It requires careful risk tolerance and cash management.

Out-of-sample edge: ~32.6% annualized return vs SPY's ~22.7%, Calmar ~1.33 vs ~1.21, and beta ~0.96. Higher upside with hedges and lower market beta—strong diversification, though expect higher drawdowns in volatility.