A daily, multi-asset, momentum-based strategy that mostly bets on levered equity (TQQQ) but shifts to hedges (UVXY), other levered bets (SPXL, TECL, SQQQ), or ballast (IEI, IWM) based on RSI momentum signals and a long-term trend check. It's designed for a growth tilt with built-in risk controls, but it's complex and levered, so it can experience sharp drawdowns in volatile markets.

This strategy keeps a growth tilt mostly in levered equity exposure (like TQQQ) but watches the market with a set of momentum checks. If momentum on TQQQ or other indicators gets extreme, it can shift into hedges (UVXY) or into ballast assets (IEI, IWM) or alternative leverage (TECL, SPXL, SQQQ) as the signals dictate. It uses RSI thresholds (how recently an asset has gained or lost strength) over short windows (about 10 days) to decide whether to stay invested in growth ETFs or move to hedges/defensive bets. It also compares a stock market proxy (SPY) to its long-term trend (200-day moving average) to gauge overall market health, and it considers IEI (bonds) and IWM (small caps) as additional risk-on/risk-off inputs. The daily rebalance means signals are evaluated every day and allocations are updated accordingly, aiming to be responsive to changing conditions while maintaining a long-term growth bias.

This strategy offers far higher out-of-sample growth than the S&P: ~41% annualized vs ~19%, with daily risk controls and hedges. Expect stronger upside, a moderate Sharpe (~0.86) and Calmar (~0.83)—but be aware of larger drawdowns in volatile markets.