A daily, rule-based, leveraged-equity strategy that tilts toward 3x tech/large-cap exposures when momentum looks strong, uses volatility and inverse hedges to manage risk, and shifts into cash or Treasuries with a stop-loss when the market turns choppy or down.

How it works in plain language: - It runs every day and decides where to put money among a set of ETFs, mainly leveraged stock funds and a few hedges. - It uses momentum signals (like RSI) and price trends to judge whether a given asset is likely to rise, and then allocates to that asset (often with 2x or 3x exposure). - When tech/ Nasdaq momentum looks strong, it tends to tilt into leveraged tech/large-cap ETFs (for example TQQQ, TECL, UPRO, SPXL). - If risk signals flare up (market looks choppier or begins to drop), it shifts toward hedges (UVXY, SQQQ) and safer assets (BIL for cash-like safety, TLT for long-duration Treasuries). - There’s a built-in “early stopping” rule: in sideways or fast-crashing markets, it greatly reduces exposure or exits positions to protect capital. - The plan is rebalanced daily, so positions can change as signals evolve. It layers decisions with several rules (e.g., price relative to 200-day averages, current price against moving averages, or cumulative performance thresholds) to avoid jumping in on weak signals. Overall, the goal is to ride upward momentum in leveraged equity bets when conditions are favorable, while using hedges and safer assets to guard against drawdowns when the market mood shifts.

Out-of-sample edge: ~29.8% annualized return vs SPY ~16.9%, Calmar ~0.71, Sharpe ~0.72. Leverage on uptrends with hedges and daily risk controls aim for higher growth and capital protection—drawdowns can reach ~42%.