A dense, rule-driven regime strategy that picks one leveraged ETF to own each day from a huge ETF universe, using momentum, trend, and risk checks to decide when to ride up with bets like TQQQ/SPXL and when to hedge with volatility or treasury exposures. Highly aggressive and complex.

- The strategy considers a very large universe of ETFs and ETNs, especially leveraged and inverse products (examples: TQQQ, SPXL, SOXL, TECL, SQQQ, SPXS, UMDD, UPRO, UVXY, VXX, TMF, SHY, BSV, IVV, IEF, DBC, EEM, EPI, GLD, AGG, USDU, etc.). - It runs through many decision layers (groups, filters, and if-clauses) that are essentially a decision tree. Each node evaluates conditions like momentum, price relative to moving averages, and relative strength indices to rank assets. - Most paths end by selecting a single asset (weighting 100/100) to hold for the day, effectively allocating all capital to that chosen instrument. Some branches include defensive hedges or alternative assets (e.g., VXX UVXY for volatility, TMF or SHY for safety bonds) when risk signals trigger. - Key decision inputs (simplified): - Momentum and trend indicators across various lookback windows (e.g., 6–14 days RSI, 20–60 day windows for relative strength). - Price relationships to moving averages (e.g., current price vs 200-day or 360-day moving averages). - Rolling or cumulative returns over recent windows to compare winners/losers. - Top/bottom selection filters (sort by moving-average return, standard deviation, or max drawdown) to pick the best candidate within a group. - The strategy is modular and regime-aware: different named groups (e.g., “TQQQ FTLT Saftey Checks,” “Beta Baller & TCCC,” “Defense | Modified”) encode scenarios like aggressive bullish, defensive risk-off, and safety-first allocations. - It emphasizes full exposure to a single instrument per decision point, with occasional hedging logic that shifts to volatility or treasury-related assets when certain signals appear. This makes it a high-conviction, high-risk tactical strategy rather than a diversification-based approach. - Many nodes reference very specific thresholds (e.g., RSI above certain levels, price above or below a moving average by a threshold, or a bottom/top percentile in a basket) to trigger asset selection. - Overall, the system aims to ride momentum when favorable (often with 3x leveraged bets) while attempting to hedge against spikes in volatility and rising rates through hedges like VXX/UVXY and long-term treasury exposure like TMF, SHY, and IEF.

Out-of-sample results show superior risk-adjusted gains: Sharpe 2.65 vs SPY 0.68, Calmar 15.16, and much higher upside return. A disciplined, momentum-driven strategy with hedges aimed at outperforming the S&P 500.