A high-risk, high-reward momentum-rotation strategy that uses two levered-momentum sleeves (TMF and UPRO) plus a large risk-control wrapper to switch among 3x ETFs for stocks and bonds, using RSI, moving averages, and cumulative return signals to ride trends while hedging volatility.

Plain-language view of the logic: - The system doesn’t try to pick a single best asset. It rotates among a set of leveraged bets that track broad markets and sectors (stocks and bonds), choosing which to own based on short-term momentum signals. - Two main momentum strands drive most exposure: 1) TMF Momentum (bond-levered bets) – roughly 42% of targets. 2) UPRO Momentum (stock/tech-levered bets) – roughly 48% of targets. - Each strand uses simple, rule-based signals to decide whether to buy, hold, or reduce exposure. Signals include: - RSI (a measure of recent strength) on popular market proxies (like QQQ or SPY) with short lookbacks (e.g., 10 days). Very high readings (around 80) are used as red flags or forced hedges in some branches. - Moving-average comparisons and price trends (e.g., price relative to moving averages, or how quickly recent performance has changed). - Relative-return and cumulative-return checks (how much an asset has gained recently compared with others) to rank top performers. - The strategy uses nested blocks called rotators and groups to pick top or bottom performers and allocate weights. In many branches the code says things like “select top 1” or “select bottom 1” based on a 5–10 day window, then applies a fixed allocation (often heavily 100% in the chosen asset within a branch) or spreads a target across a few assets. - Signals are also designed to trigger hedges when volatility or risk seems elevated. The model often introduces volatility ETFs (VIXY, UVXY) or safety assets (short-duration Treasuries, FX proxies like UUP for the dollar) as part of risk-off scenarios. - There is a large, explicit risk-off lattice (the V2.0 Beta Baller wrappers) that creates many scenarios where the system shifts toward less risky positions (e.g., SHV, IEF, TLT, or cash) or rotates into different risk-on/ risk-off combos depending on how several indicators line up. - The final strand, “UPRO TMF Beta Baller Momentum,” appears to be the overall wrapper that combines the two momentum sleeves into a single equity-focused program, using aggressive beta-like exposures (levered stock bets) together with bond-based hedges to balance risk. - In practice, this means you can end up with a portfolio that contains combinations like: UPRO (3x S&P 500), TECL/TQQQ (3x tech), SOXL (3x semiconductors), TMF (3x long Treasuries), and sometimes hedges like VIXY/UVXY or TMV, depending on the exact set of rules that fire at any moment. The intent is to ride broad momentum while layering in hedges when signals suggest trouble. - Important caveat: because the system relies on short-term momentum signals and several high-leverage ETFs, it can produce large swings. The many risk-off checks are there to dampen losses, but the strategy remains high-risk and not suitable for all investors. It is designed for someone comfortable with rapid shifts in exposure and the potential for drawdowns during choppier markets.

Risk-controlled momentum strategy with hedges. Out-of-sample drawdowns are smaller (3.27% vs SPY 5.07%), Calmar ~3.04, and ~10% annualized return, delivering steadier, downside-protected exposure versus the S&P 500.