A complex momentum-driven, single-asset-at-a-time strategy (TMF Momentum) that switches between volatility hedges (VIXY), leveraged tech (TECL/TQQQ), long-duration bonds (TMF) and cash based on RSI-based signals across multiple assets. High risk due to leverage; no regular rebalancing; aims to ride regimes but can swing quickly.

What this strategy does, in plain language: - It treats cash as the default state and only moves into an ETF when a set of momentum rules says so. - It uses RSI (a momentum gauge) over different look-back periods to judge how strong price moves have been in different assets. - Primary triggers push you into hedges or risk assets, one at a time, with the goal of riding momentum and protecting against drawdowns. - If equities look overheated on a short-term measure (example: a very high RSI on a tech index), the strategy moves into VIXY (a volatility-based instrument) to hedge. - If bonds look attractive based on their own momentum, you tilt into TMF (a 3x long-duration Treasury ETF) instead of stocks. - There are nested checks that also consider short-term vs long-term treasury signals (SHV/SHY vs TMF) and even tilt toward leveraged technology ETFs (TECL, TQQQ) when tech momentum looks favorable. - If none of the trigger conditions fire, you stay in cash (100% cash) and do not rebalance on a schedule. This is a highly tactical, not buy-and-hold, approach, and it uses leverage which can magnify both gains and losses. - Important caveat: leveraged ETFs (like TQQQ and TECL) amplify risk and are not suitable for all investors. The rules are complex and can lead to rapid shifts in exposure based on short-term momentum signals.

Out-of-sample annualized return ~43% vs ~20% for the S&P, with strong risk-adjusted capture (Calmar ~1.83) and Sharpe ~1.12. Higher growth via adaptive momentum—note drawdowns can reach ~23%.