A daily, multi-window, rule-based mix of leveraged ETFs and hedges using RSI and momentum to select and weight assets (with UVXY/SQQQ as hedges and AGG as ballast).

Every day the system runs several mini-strategies across different lookback windows (6d, 10d, 15d, 25d, 50d). Each window assigns cash to assets (e.g., TQQQ, SPXL, TECL, UPRO, SPY, AGG, UVXY, SQQQ) based on a chain of rules that look at recent momentum. Momentum is mainly measured by RSI (relative strength index) over short periods (often 10 days) and by whether the current price is above a moving-average reference. If a target asset shows strong momentum (e.g., RSI high for TQQQ or SPY and price above its moving average), the strategy may allocate to that asset or select it as the top performer within a pool. In some cases, when momentum signals indicate risk (RSI very high on a leveraged ETF, or volatility as indicated by UVXY), the logic shifts toward hedges or bonds (AGG) instead of chasing more leverage. The system also uses a “top” selection, choosing one asset from a set based on cumulative return or RSI strength, and assigns a substantial weight to it. Weights are combined across windows to produce a final 100% allocation, which is rebalanced daily. The approach blends aggressive bets (TQQQ, TECL, UPRO, SPXL) with risk controls (UVXY, SQQQ, AGG) to attempt to capture upside when trends are favorable while dampening drawdowns when signals flash risk.

Dynamic multi-window momentum with hedges aims to beat the S&P by capturing upside while managing risk. Out-of-sample annualized return ~29% vs ~20% for the S&P, with daily rebalancing and UVXY/SQQQ/AGG ballast.