A daily-rebalanced, leveraged-growth strategy that uses a market-trend filter and momentum signals to tilt into 3x ETFs (TQQQ, TECL, UPRO) or into a cash proxy (BIL), with hedges (SQQQ, TLT) as risk controls. Aims for long-term growth while limiting downside using trend, momentum, and cash hedging rather than volatility bets.

What it tries to do in plain language: 1) It asks: is the overall market in an uptrend? It uses the SPY price relative to a long-term average to gauge this. If yes, the plan leans toward stock market growth. If no, it tucks into cash or hedges to protect against downside. 2) It looks at momentum signals (using RSI, a gauge of how strong recent moves have been) on several assets. A high RSI means the asset has been moving up a lot recently; a low RSI means it’s cooled down or moved down. These signals help decide whether to buy more of the up-levered ETFs or to pull back. 3) The main assets are levered growth ETFs (TQQQ for Nasdaq-scale exposure, TECL for tech, UPRO for broad S&P 500). When signals are favorable, the strategy increases exposure to these. When signals weaken or become overextended, it reduces exposure or shifts toward a cash proxy. 4) There are hedges and alternate plays (SQQQ which moves opposite to QQQ, and TLT which is long-dated Treasuries) used in some conditions to cushion losses if the market turns down. 5) The cash-like piece is BIL (short-term U.S. Treasuries). This is used instead of a volatile hedge to keep liquidity and limit downside while maintaining a buffer for reallocation. 6) Rebalancing happens daily, so the positions can change frequently with market conditions. This can amplify gains when trends persist but can also magnify losses in choppy markets. The intent is long-term growth with a risk-management layer, but the leverage and frequent changes mean it’s best suited to investors who understand leveraged products and are comfortable with rapid swings.

Out-of-sample, this strategy aims for explosive growth by riding uptrends with 3x ETFs, while using cash/hedges to curb risk. Expect ~42% annualized return vs ~16% for the S&P, with solid risk-adjusted metrics (Calmar ~0.84), but larger drawdowns in downturns.