A daily “buy the dip” system. It ranks a set of leveraged bull/bear ETFs by how much they fell over 2 days (RSI), buys the 4 most beaten-down, equal-weight, and rebalances every day. Heavy use of leveraged funds makes it very risky.

Universe: ETFs tied to big indexes, often 3x leveraged—Nasdaq-100 up (TQQQ, QLD) and down (SQQQ, QID); Semis up (SOXL) and down (SOXS); S&P 500 up (UPRO) and down (SPXS); long US Treasuries up (TMF, TLT) and down (TMV); cash-like (BIL, BSV). Each day it scores 2-day “recent drop” (RSI). It buys the 4 lowest scores (most beaten-down), splits money equally, and repeats daily. Very risky.

Out-of-sample: ~20.7% annual return, Calmar ~0.58, Sharpe ~0.63, across diversified leveraged ETFs. Delivers S&P 500-like upside while profiting in bull and bear regimes—though it carries higher drawdown risk (~35.7%).