A cash-equal, tactical strategy using momentum and price-relations to pick among levered longs, QQQ shorts, volatility, and bond hedges. It tilts toward strength (TQQQ/TECL/SPXL/UPRO) when momentum is high, or toward hedges (PSQ/SQQQ/UVXY) and bonds (TLT) when momentum is weak or overextended, with mean-reversion overlays and no active rebalancing beyond a tiny threshold.

- The strategy looks at a fixed set of ETFs and decides what to own (or short) today. It starts with cash and then allocates across assets based on a sequence of momentum-and-price tests. - Momentum tests use RSI (a simple gauge of recent price strength) on short windows (e.g., 10 days). If certain RSI readings are high, the strategy may favor aggressive long bets (like TQQQ, TECL, SPXL, UPRO). If momentum is weak or extreme on the downside, it may shift toward hedges and inverses (PSQ, SQQQ) or toward bonds (TLT) as a safer anchor. - Price-relations tests compare current prices to moving averages and to the relative strength of assets (which asset is strongest). When the price is above a long-term moving average and a stem of momentum looks favorable, the model tends to tilt toward long, leveraged bets. When momentum indicators show overbought conditions or volatility is rising (e.g., UVXY), the system may move toward hedges or safer bets. - A few pockets of the logic combine pairs or small groups (e.g., a 50/50 PSQ and TLT pairing) to balance risk. - The overall allocation is a 100/100 cash-equal structure, meaning the system spreads exposure rather than plowing all capital into a single symbol. Rebalancing happens with a very tight threshold (rebalance corridor 0.1) and, in practice, is labeled as “none,” indicating changes occur only when a signal clearly warrants it. - The strategy is pragmatic about risk: it uses volatility proxies (UVXY), inverse exposures (PSQ/SQQQ), leveraged equity bets (TQQQ, TECL, SPXL, UPRO), and bonds (TLT) to navigate different market regimes. The “mean reversions mods” hint at occasional counter-trend tilts when momentum becomes extreme, trying to capture short-lived reversals. - In plain terms: you’re not just riding one market bet; you’re constantly watching momentum signals and long-term price relationships, and then tilting between very aggressive long bets, hedges against a QQQ downturn, and a bond proxy to dampen risk. This requires an appetite for volatility and a tolerance for rapid shifts in exposure.

Momentum-driven, cash-equal strategy targeting big upside with hedges and bonds. Out-of-sample return: ~58.6% vs SPY ~19.7%; Calmar ~1.17. Diversifies and grows, with risk controls beyond a pure S&P bet.