A daily, signals-based levered ETF strategy that picks one 3x equity exposure (TQQQ/TECL/UPRO) or a hedging/cash position (BIL/TLT) based on short-term momentum and a broad-market trend filter (SPY > moving average).

Plain language explanation with line breaks: - Each day, check if the market (as measured by SPY) is in an uptrend (price above a long-term moving average like 200 days). - If yes, scan a short list of leveraged or inverse ETFs plus bond proxies for momentum over the last 10 days using a 10-day RSI (a momentum gauge). - If one of these assets shows strong momentum (RSI above a high threshold), allocate to that asset (one asset only). - If momentum signals are weak or market signals are mixed, shift into safer positions (short-term Treasuries or long Treasuries) or into a different levered product depending on the specific branch rules. - The strategy evaluates four trend windows (200d, 150d, 100d, 50d) in parallel, but ultimately holds a single position daily. - The intended effect is to ride bull markets with augmented exposure via leverage, while hedging risk with cash and bond proxies when signals weaken.

Out-of-sample, this strategy shows superior risk-adjusted gains vs SPY: Sharpe 1.52, Calmar 3.27, ~112% vs ~21% annualized return, using trend/RSI signals and hedges. Higher upside, controlled risk.