A levered-equity, multi-asset strategy that toggles between aggressive long bets (SSO/QLD) and a robust hedging stack (volatility, bonds, precious metals, and inverse Nasdaq) using momentum and price signals to try for higher upside with controlled risk.

- It’s a rule-based system that blends leveraged long exposure with a broad set of hedges. - Early signals (momentum and overheating indicators) push the portfolio toward hedges (volatility assets, short Nasdaq, bonds) to reduce risk. - When signals show favorable conditions, it tilts into levered equity bets (SSO, QLD) to boost returns. - It uses a cross-asset hedge stack (VIXY, BTAL, EUM, IAU, TLT, AGG, BND, BSV) to diversify risk and stabilize performance. - It rebalances infrequently (small corridor) to limit trading, relying on signal-driven shifts rather than constant churn. - The overall goal is higher upside with lower drawdown than a pure levered equity approach like SSO, achieved by many layers of protection and selective leverage. What you would actually see in practice: - In calm markets, you’d see more exposure to levered long ETFs (SSO/QLD) to chase returns. - In stressed markets, you’d see risk-off assets (VIXY, BTAL, EUM, BND/AGG, TLT) and sometimes inverse Nasdaq positions (SQQQ/PSQ) to dampen losses. - The strategy uses momentum checks on SPY and QQQ and price-relative checks to decide which mode to be in, with a heavy emphasis on protecting the downside while still allowing upside capture.

Out-of-sample annualized return ~38.1% vs SPY ~18.3%; Sharpe ~1.03 vs ~0.98; Calmar ~1.52. A hedged, levered strategy designed to amplify upside over SPY while using a diversified hedge stack to manage risk.