A long-term, rule-based, leveraged ETF strategy that targets 3x exposure to the US stock market with dynamic hedging using volatility and inverse ETFs, guided by momentum (RSI on TQQQ) and trend (SPY vs 200-day MA) signals to tilt between growth, hedges, and cash.

Overview: The system uses two main checks to decide how much to tilt toward riskier, 3x exposure vs. safer positions: - Momentum signal on a Nasdaq 3x ETF (TQQQ) using a short-term RSI. If the RSI is very high (indicating stretched momentum), it triggers a buy/tilt toward leveraged equity exposure, but only if other conditions are favorable. - Trend signal on SPY using its 200-day moving average. If SPY is above its 200-day average (a sign of uptrend), the strategy is allowed to take on more exposure to equities rather than hedging. Decision tree: When both momentum and trend checks align in a bullish way, the strategy tends to favor long leveraged ETFs (like SPXL for S&P 500, UDOW for Dow) as the main exposure. If momentum or trend conditions weaken, the system pivots toward hedges and safer assets (UVXY for volatility, SPXU as inverse exposure to SPY, BIL for short-term cash-like exposure, and TLT as longer-term Treasuries). Dynamic selection: The rules contain many nested “if/else” blocks that also consider recent returns (e.g., short windows like 1–5 days), relative strength of different instruments, and additional filters to avoid overheating or entering on weak signals. In practice, this means: the model watches several assets, tests whether recent price/momentum signals are compelling, and then assigns weights to the chosen basket. The end result is a position mix that can be fully invested in leveraged equity when signals are strong, or move toward hedges/cash when risk appears elevated. Key assets involved: SPXL (3x S&P 500), UDOW (3x Dow), SPXU (inverse S&P 500), UVXY (volatility), SPY (base market), TQQQ (Nasdaq 3x momentum proxy), BIL (short-term Treasuries cash-like), TLT (long-dated Treasuries). The plan aims to capture long-term upside while containing downside via hedging and cash/Treasury ballast.

Seek higher upside than the S&P: about 35.6% annualized vs 21.5% for SPY, with dynamic hedges to help limit losses. Leverages when signals align, hedges when not—capturing growth while aiming to control risk (bear draws may exceed SPY).