Daily-rebalanced, complex rule-based system using momentum and trend signals to rotate among leveraged equity ETFs, a volatility hedge (UVXY), and cash/USD. Very aggressive, high volatility, and intended for experienced investors.

What the strategy is aiming to do: try to time the market using simple momentum signals and trend checks, then flip between riskier bets and hedges to chase returns while trying to avoid big losses. It uses a rule-based tree, not gut feeling, to decide what to own each day. How it decides what to buy or sell (in plain terms): - RSI is a momentum gauge that tells whether recent price moves are too hot or too sleepy. If the gauge is very high on a reference asset, the strategy may tilt toward a volatility hedge (UVXY) in hopes volatility will rise and push the hedges up in value. - An EMA is a price average that gives more weight to recent prices; it helps gauge whether prices are in an uptrend or downtrend. Some rules compare RSI values to this trend signal before allocating to certain leveraged ETFs. - The strategy uses a mix of ETFs and ETNs to implement its bets: - UVXY: bets on rising market volatility (often unpopular in calm markets but valuable when fear spikes). - Leveraged equity products (e.g., UPRO, TQQQ, TECL): aim to magnify daily returns of major indices or sectors, suitable only if momentum is strong. - Broad/sector exposures (SPY, VOO, QQQ, IWB, TNA): provide equity market exposure across large, mid, and small caps. - UUP (US dollar index): used as a hedge or alternation when risk conditions shift. - TSLA is included as part of equity exposure in some branches, alongside standard indices. What happens on a day-to-day basis: - The model checks several conditions. If a condition is true, it takes positions in UVXY or a leveraged equity ETF (e.g., UPRO, TECL, TQQQ) depending on which rule fired. If none of the favorable conditions are met, the system tends to move toward cash or USD hedges rather than pushing equities aggressively. - It shops around a mix of assets, sometimes lifting multiple exposures, sometimes focusing on a single hedge, depending on the rule that fires. - It rebalances daily, so positions can change a lot from one day to the next. What you should know about risk and behavior: - The use of leverage (3x ETFs) and UVXY means gains can be fast and losses can be fast too. If markets drift sideways for long periods, leveraged bets can decay and hurt performance. - This strategy relies on repeating momentum and trend signals; if market behavior becomes unpredictable, the rules can cause frequent changes in exposure. - Because it uses hedges and cash in some paths, it may reduce drawdowns in rough markets, but it can also underperform broad market indexes in strong, stable uptrends. In short: a highly active, rule-based, multi-asset approach that tries to ride momentum and protect against volatility spikes, using a mix of leveraged ETFs and hedges. It’s designed for experienced traders who understand leverage risk and the behavior of volatility products.

Out-of-sample, this rule-based strategy targets ~40% annualized return vs ~20% for the S&P, with Calmar ~2.0 and Sharpe ~1.25. Leveraged bets plus volatility hedges aim for higher growth while managing risk—best for experienced investors.