A highly rule-based, regime-driven momentum system that rotates among leveraged ETFs (like TQQQ, SOXL, UPRO) and hedges/cash (UVXY, SQQQ, SPXU, BIL, TMF) to pick one top-position based on short-/mid-term performance signals, plus risk controls.

What this strategy does, in plain language: - It trades a set of ETFs, especially leveraged ones like TQQQ (3x tech), SOXL (3x semiconductors), UPRO, and SQQQ, plus volatility-related UVXY and various bond/cash proxies like BIL, TMF, TMV. - It’s not a single indicator system; it’s a large rule-based decision tree that runs dozens of little tests to decide what to buy (or stay in cash) at any moment. - The system works in “scenarios” or regimes (for example, Huge volatility, Normal market, Rising rates, Falling rates). In each regime, it scans a list of assets and ranks them by recent performance (how much they would have gained over recent days or weeks) using simple math helpers like moving-average returns or cumulative returns. It then typically picks the top asset and assigns almost all the capital to that one, i.e., a single-asset tilt, rather than spreading across many assets. - It uses simple price-speed ideas, such as whether an asset’s price trend over various short windows looks stronger than others, and whether a momentum measure is running hot or cool (for example, how fast the price is rising or falling). - It also keeps a cash-like sleeve (BIL and similar) and hedges (UVXY, SQQQ, SPXU) to protect against big drawdowns or to benefit when fear or volatility spikes rise. - Many branches consult signals like “relative strength” (momentum versus itself or vs. others), “standard deviation” (how wild the price swings are), and “drawdown” checks (how much a position has fallen recently). If risk checks are triggered, the strategy may switch toward hedges or cash instead of taking on more exposure. - The approach is intentionally machine-like: it uses strict rules for entry/exit, assets, and weights, with very little discretionary judgment. The goal is to systematically ride momentum in leveraged bets when regimes are favorable, while leaning into hedges or cash when risk appears elevated. - The overall effect is a regime-aware, momentum-driven, cash-and-hedge aware tilt among a family of leveraged ETFs plus select bonds and cash proxies, with a tendency to allocate to a single best-performer at any moment rather than spreading widely. It’s designed to be highly tactical and reactive to market conditions rather than a long-term buy-and-hold approach.

Out-of-sample edge: 23.34% return vs 18.92% for the S&P, driven by regime-aware momentum and a single-best-idea tilt with hedges/cash. Built-in risk controls aim to protect during volatility.