A daily, rules-based strategy that toggles between a leveraged growth tilt (TECL/TQQQ/UPRO) and hedged/cash positions (SH/PSQ with BIL), guided by SPY RSI and SPYG/SPA price trends, with occasional broad-market exposure (DIA/IWM). It uses cash-equal or specified weights and rebalances every day to balance growth and risk control.

Every trading day, the system decides which bucket of assets to hold, then distributes the capital across those assets. If SPY’s 14-day RSI is below 80 (not extremely overbought), it tends to put the portfolio in a growth/levered tilt using TECL, TQQQ, and UPRO with equal weight. If SPYG is above its 21-day moving average, it instead promotes exposure to DIA and IWM (broad-market exposure). If other risk signals indicate weakness, the strategy shifts to hedged/cash positions, typically with SH or PSQ (shorts) plus BIL (short-term Treasuries) in a 20/80 split, or other combinations shown in the rules, always aiming to keep weights aligned with the current active branch. The target is to be fully allocated among the chosen assets (cash-equal or specified weights) and to rebalance daily to maintain the branch’s allocation. Signals come from a mix of: RSI (relative strength), moving averages (e.g., 2-day, 5-day, 10-day, 21-day), and price versus moving-average comparisons. The algorithm also uses SPY and SPYG as reference assets for these signals, though SPY and SPYG themselves aren’t the only assets in play. The result is a dynamic, rules-based asset mix that toggles between aggressive leveraged bets and hedged/cash positions, aiming for upside participation with risk controls via hedges.

Out-of-sample return ~66.5% p.a. vs SPY ~23.4%; Calmar ~1.84, Sharpe ~1.22. Momentum-driven leverage for upside with hedges (shorts + Treasuries). Higher growth, but larger drawdowns.