A daily tactical, rule-based strategy that toggles exposure to TQQQ (a 3x Nasdaq-100 ETF) vs. hedges/cash/bonds using RSI, momentum, volatility, and bond-versus-stock signals, with UVXY replaced by VXX for volatility hedging. It seeks upside in calm markets and risk reduction during stress via multi-asset, multi-signal checks.

- The system re-evaluates every trading day and decides whether to tilt toward TQQQ (a 3x leveraged Nasdaq-100 ETF) or to hedge/hold cash/bonds. - The core decision hinges on multiple signals, including: • A short-term momentum/overbought check: the 10-day RSI of TQQQ compared to a high threshold (e.g., above 79). If this is true, the strategy considers hedging paths. • A volatility/market-stress check: conditions around the VXX (volatility proxy) and the recent return history of TQQQ (cumulative returns over short windows) to flag “Huge volatility” regimes. • A mean-reversion bond signal: a “BondSignal” that weighs bond behavior (e.g., BND, IEF, TMF, TLT, BIL) against stock proxies (e.g., SPY, QQQ) to assess whether bonds should dominate the current allocation. • Normal market checks: using short-term cash proxies (BIL) and bond proxies to gauge whether risk is low enough to hold more stock exposure. • Additional cross-asset filters: moving-average comparisons (current price vs a moving average), standard-deviation/volatility checks, and drawdown checks (e.g., max drawdown windows like 10–252 days) to time entries/exits. - TQQQ exposure is not a static 100% bet. The code shows weighted branches (e.g., 85/100 or 50/100) depending on the regime and signals, sometimes allocating to cash or bonds, sometimes routing to the volatility hedge (VXX) or to a stock proxy (TQQQ/QQQ) based on the interplay of signals. - The top-of-file name notes “Replace UVXY w/ VXX,” reflecting a shift from one volatility instrument to another, with the same intent of hedging risk when volatility spikes. - The result is a dynamic, regime-aware tilt: aim for upside when risk is low and momentum supports TQQQ, and shift toward hedges and safer assets when volatility or unfavorable signals dominate. - Important caveats: levered ETFs can underperform in choppy markets, hedges may not perfectly offset risk, and the exact outcomes depend on parameter choices and market regime duration.

Dynamic, regime-aware strategy that tilts toward TQQQ in calm markets and hedges risk in volatility. Out-of-sample: ~38.7% annualized return vs SPY's 22.8%, with diversified risk controls—though drawdowns can be larger in stress periods.