A high-risk, multi-layer momentum strategy that selects a single leveraged/inverse ETF (or a small stock/bond sleeve) based on RSI-driven signals and a macro regime check using SPY’s price vs. its 200-day average. It blends aggressive tech/levered bets with hedges and a stock/bond sleeve, aiming to “buy the dips, sell the rips” but with frequent, regime-dependent shifts and no fixed long-term hold.

In plain language, the strategy watches a broad set of ETFs (some double- or triple-leveraged). It uses momentum signals to rank which asset looks strongest right now and then picks the best candidate (or, in some cases, a top/bottom pair) to buy. A separate check uses SPY’s price relative to its 200-day trend to decide whether the market is in a favorable regime for these moves. If SPY is above that long-term trend, the system tends to favor more aggressive, leveraged bets on tech or broad markets; if not, it leans toward hedges and more defensive blends. When selecting between competing choices, the mechanism often sorts by a momentum metric (RSI) over a recent window, then chooses the top or bottom asset (one asset at a time, sometimes a two-asset sleeve). One big sleeve called “Hold Stocks / Bonds” allocates a blended 68/32 mix between a semis/tech-heavy long exposure and a bonds/safety component, adapting which names sit in each bucket based on the momentum signals. The ultimate output is a single asset (or a small, two-asset mix) to hold at any given time, with an explicit instruction to buy on dips and sell on rallies, and no automatic rebalancing beyond the stated decision logic. It uses a broad set of ETF tickers (UVXY, SQQQ, TQQQ, UPRO, SOXL, TECL, SHY, STIP, TL T, TLT, UUP, UDN, UGL, SPX proxies, etc.) to express a dynamic stance rather than a fixed long-only tilt. Note: the strategy relies on leverage and short-term signals, so it can be volatile and risky, especially in choppy or trending market regimes.

Out-of-sample, this strategy offers stronger risk-adjusted gains than the S&P 500: Sharpe ~1.95, annualized return ~153%, Calmar ~3.57. Regime-based leverage and hedges aim to capture bigger upside while limiting losses—better long-term growth with higher drawdown risk.