A daily, rule-based framework that blends leveraged tech bets (like TQQQ) with volatility hedges and bonds, switching means-tested paths to chase trends or protect on risk days.

The system runs every day, tests many conditions (RSI, moving averages, returns, and risk metrics) across a broad set of assets (levered tech, volatility proxies, bonds, and broad-market ETFs). It then selects a top-performing sub-strategy path and allocates capital mainly to leveraged equity plays (like TQQQ, TECL, UPRO) or hedges (UVXY, SQQQ, VIX proxies) or bonds (BND, IEF, TLT, BIL) based on market regime signals (Normal, Risk On, Risk Off, Early Cycle). The result is a dynamic, day-to-day mix designed to capture big up moves while trying to limit downside through hedges and fixed-income positions.

Out-of-sample edge: Sharpe 1.35 vs 1.10; annualized return ~103% vs ~19%; Calmar ~1.93. A hedged, trend-following strategy designed to deliver stronger risk-adjusted growth than the S&P 500, while acknowledging larger drawdowns in downturns.