A high-risk, rule-based system that uses 3x ETFs with momentum and trend checks, hedges, and cash to chase up moves while trying to limit drawdowns.

The strategy mostly trades 3x ETFs (like TQQQ, SPXL, TECL, UPRO) to capture strong up moves, but it only does so when momentum and trend checks look favorable. It uses RSI (a momentum gauge) on several assets with a 10-day lookback to decide entries. A check on SPY versus its 200-day average screens for overall market strength before increasing risk. It may temporarily hedge with inverse or volatility ETFs (SQQQ, UVXY) or move into bonds (TLT) to reduce risk. There is a built-in mechanism to compare momentum of one asset to a threshold (KMLM) and to pick the top momentum candidate within a group. If signals are weak, the system stays in cash. When signals are strongly positive, it shifts toward full leverage. It’s a complex, rule-based system that aims to balance upside capture with risk controls, but it can suffer large drawdowns in choppy markets due to high leverage and multiple moving parts.

Out-of-sample shows ~63% annualized return vs ~19% for the S&P, with solid risk-adjusted metrics (Sharpe ~1.08, Calmar ~2.08). Leveraged ETFs, hedges, and cash seek bigger upside with controlled risk.