A long-term, rule-based levered-ETF strategy that primarily bets on TQQQ but uses a risk-controlled framework. It combines a volatility signal (UVXY) and a trend/momentum screen to switch to hedges or cash when risk is high, and a separate “Holy Grail” engine that dynamically selects the single best 3x ETF to own when conditions look favorable. No periodic rebalancing; decisions are trigger-driven to balance upside potential with drawdown risk.

Plain-language description of how it operates: - The strategy monitors a small family of levered ETFs that aim to magnify daily moves in broad or tech-specific indices (for example, 3x ETFs like TQQQ for the Nasdaq-100, TECL for technology, SOXL for semiconductors, SPXL for the S&P 500) plus volatility and hedging instruments (UVXY and SQQQ) and a bond ETF (BSV) for ballast. - It does not rebalance on a fixed schedule. Instead, it uses a set of triggers to decide when to be fully invested in one instrument, partially invested, or in cash (or hedges). - A core risk guardrail is the UVXY (volatility) signal. If volatility is running hot (a momentum indicator on UVXY hits a high threshold), the rules tilt toward cash or hedges rather than piling into levered longs. - There is a separate engine called “The Holy Grail” that only runs when market conditions look favorable. This engine scans several 3x ETFs and ranks them by short-term momentum and trend signals. The top-ranked asset is then owned in full (in most cases 100% of the exposure to that single instrument). - The key trend condition uses a long-term price trend test: it checks whether the chosen asset is above its 200-day moving average (roughly meaning price is above a long-term trend). If this condition is met, and other momentum/volatility checks align, the system allocates to the top asset from the Holy Grail pool. - If the trend or momentum checks fail, the strategy typically goes into cash or hedges (UVXY, SQQQ, and a short-term bond ETF) to reduce risk, rather than remaining fully invested in high-variance levered bets. - The overall aim is to exploit the upside of levered ETFs during favorable market regimes while limiting losses during downturns with volatility signals and hedging; the “no rebalance” rule means this is not a frequent-tweak system but a trigger-driven one. - The specific indicators used include short-term momentum (a 10-day lookback through a momentum measure like RSI), price versus a 200-day average (trend confirmation), and a top-ranking mechanism among multiple levered ETFs to pick the single best instrument at any given time.

Designed to beat the S&P with stronger risk-adjusted upside. OOS annualized return ~69% vs ~17% (SPY); oos Sharpe ~1.15 vs ~0.98. Uses volatility hedges and a dynamic top-3x ETF picker to ride uptrends while pruning risk.