A daily, rule-based mix of leveraged ETFs and hedges that uses RSI, price trends, and market-regime signals to assemble a diversified, dynamically-weighted portfolio aimed at capturing upside while limiting drawdowns.

- What it aims to do: Build a diversified, daily-rebalanced portfolio using a big pool of ETFs, some of which are leveraged or inverse, to try to capture upside in favorable regimes while protecting against drawdowns in weaker markets. - The engine: A nested set of decision rules (an organzied tree of if/then blocks) decides which assets to hold and at what weight. Decisions come from indicators like price versus moving averages and RSI readings, plus regime labels such as “Bear Market,” “Sideways Market,” or “Defense” contexts. - Indicators used (in plain terms): - Price vs moving average: Is the price above or below a longer-term average? That helps gauge trend direction. - Moving-average price over windows (e.g., 200-, 60-, 20-day): Used to decide whether a market is trending up, down, or sideways. - Relative Strength Index (RSI): A momentum gauge that indicates if an asset is overbought (high RSI) or oversold (low RSI). The strategy uses several RSI lookbacks (e.g., 10-day or 11-day) and thresholds to trigger entries or exits for specific tickers. - Cumulative return and moving-average return: Measures of how assets performed over recent windows to rank or select top performers. - Ranking/filters: The system sometimes picks the “top” asset by RSI or performance, and sometimes filters to a small subset (e.g., top 1 of 2, etc.). - Asset universe: A broad mix of equity indices and sector/leveraged ETFs, including: - Leveraged equity bull/bear funds (examples: TQQQ, SOXL, TECL; 3x long bets) - Leveraged/bear market hedges (UVXY, VIXY; SQQQ as inverse) - Broad index proxies (SPY, QQQ, DIA) - Commodity and currency exposures (DBC, UCO, GLD, UUP, USDU, EWZ, EEM, EFA, EPI, UUP) - Fixed-income and risk-off hedges (TMF, TMV, BIL, SHY, AGG, TMF, SHY, etc.) - How it decides what to own: It forms “group” blocks by market context. Each block contains rules about which assets to buy or sell and how heavily to weight them. Within a block, assets may be ranked by RSI or return, then a subset is chosen (for example, “top 1” asset or “top 2” assets) and given a percentage of the total portfolio. Some blocks look to create hedged or risk-off baskets (for example, when indicators signal trouble, the system shifts toward volatility or treasury hedges and away from high-risk longs). Weighting is typically expressed as a percentage of the total portfolio, and the sum across assets in the final basket equals 100%. Rebalancing happens daily to reflect the latest signals. - Market-regime awareness: The strategy explicitly uses regimes like “Nasdaq In Crash Territory,” “Sideways Market Deleverage,” and “Bear Market – High Inflation.” Depending on the detected regime, the rule set biases toward different baskets (more aggressive long bets in favorable regimes; more hedging or defensive assets in risk-off regimes). - Practical notes for a layman: This is not a single, static buy-and-hold approach. It is a complex, multi-component system that continually re-evaluates signals and reconstitutes a basket of ETFs each day. You’re not just betting on the stock market going up or down; you’re betting on a carefully choreographed mix of leveraged bets and hedges that the model believes will deliver upside while keeping drawdowns in check. The system’s use of many high-leverage funds means it can be sensitive to regime shifts and may require sophisticated risk monitoring and capital management in real time.

Daily, regime-aware mix of leveraged ETFs and hedges seeks outsized upside vs the S&P (out-of-sample ~67% annualized vs ~21%), with strong risk-adjusted metrics (Calmar ~1.6, Sharpe ~1.2), but higher bear-market drawdowns.