A rule-based, regime-aware strategy that shifts between leveraged long ETFs and hedges (plus cash-like assets) based on momentum and volatility signals to chase trends while limiting risk in chop markets.

The strategy watches momentum and volatility across major ETFs. If the SPY RSI over a 60-day lookback is high and other conditions confirm a bullish trend, it tilts into levered long ETFs (like TQQQ, UPRO, TECL) to chase gains. If momentum flags or volatility spikes (e.g., via UVXY), it shifts toward hedges or cash-like assets (SQQQ, PSQ, BIL, SH, GLD, IEF, BND) to reduce risk. It distinguishes regimes (Bull 1/2, Bear 1/2, Choppy Market) with nested checks using RSI for SPY/QQQ, price vs moving averages, and cumulative returns versus safe assets (BIL) to confirm the trend before committing or trimming leverage. The system uses a diverse set of tools (leveraged long ETFs, inverse ETFs, volatility proxies, and traditional assets like SPY/QQQ, GLD, bonds) to approximate a dynamic, risk-managed equity allocation. Rebalancing is set to none with a small corridor width, emphasizing infrequent adjustments and signal confirmation. You can customize key inputs such as the 60-day SPY RSI threshold and the volatility tickers.

Out-of-sample, this regime-based strategy outperforms the S&P on risk-adjusted terms: Sharpe around 1.18, Calmar about 1.61, and around 72% annualized return, using momentum-driven leverage with hedges for stronger upside and built-in risk controls.