A daily-rebalanced SPY-based strategy that guards against crashes by shifting into safe assets when market risk is high and uses leveraged equity exposure when risk is lower, guided by trend, momentum (RSI), and diversification signals.

- Every day, the strategy decides where to park the money: cash/short-term Treasuries or leveraged equity exposure. - It uses SPY as the main gauge of market health. If SPY is above certain moving averages (trend signals) and momentum signals look stretched, it favors hedges and lower leverage to reduce crash risk. - If SPY is below trend signals or signals show room for upside with manageable risk, it may tilt into leveraged equity (e.g., SSO for 2x exposure to the S&P 500 or TQQQ for 3x exposure to the Nasdaq 100) to amplify potential returns. - The decision also considers diversification assets (GLD, SHV, IEF, IEI, BSV) to provide hedges or alternative risk profiles when needed. - The process is designed to be self-contained and rule-based, with a daily rebalance to reflect updated signals. - The approach aims to “prevent crashes” when valuations look high and to “leverage when it is lower” by stepping into risk-on or defensive stances according to the rules. - Tickers referenced are funds tracking various market segments: SPY (S&P 500), SSO (2x SPY), TQQQ (3x QQQ), QQQ (Nasdaq), XLK (Technology sector), GLD (Gold), SHV (Short-term Treasuries), IEF/IEI (Treasury maturities), BSV (Short-term bonds).

Out-of-sample: Sharpe 2.15 vs SPY 1.30; annualized return 61.2% vs 26.6%; max drawdown 7.9% vs 13.7%; beta 0.90; alpha 0.28; Calmar 7.71. Higher risk-adjusted gains with lower drawdowns and built-in hedging versus the S&P 500.