A dense, rules-driven, daily-rebalanced, multi-asset strategy that uses RSI/momentum and other signals to tilt among leveraged stock bets, volatility hedges, and broad market/commodity exposures. Designed to ride up markets with leverage while guarding against volatility spikes; highly complex and aggressive.

Every day, a central set of rules scans several signals (notably RSI-based momentum on SPY and other proxies, moving-average relationships, and drawdown/price-change checks). Depending on which rules fire, the portfolio tilts among baskets such as ultra-leveraged stock bets (UPRO, TQQQ), volatility hedges (UVXY, VIXY), and broad-market/alternative exposures (SPY, QQQ, EEM, DBC, DBA, GLD, UUP, SHY, IEF, TLT). Weights are allocated across many themed groups (e.g., RSI Catcher 70-35, RSI Catcher 75-33, High Leverage S&P+NASDAQ vs Commodities, Buy the Dip), with sub-conditions that further refine whether to favor hedges or growth, often using price momentum, moving-average signals, and drawdown checks. The system is designed to adapt to regime shifts (risk-on vs risk-off) and rotate among assets accordingly, with daily rebalancing to reset allocations to target baskets. In plain terms: it’s a big, programmable decision tree that decides what mix to own each day, leaning into leveraged bets when the market looks strong and shifting toward hedges and safer bets when volatility rises or momentum fades. The intent is to maximize upside in favorable times while limiting losses in tough times, at the cost of higher complexity and risk due to leverage and the number of moving parts.

Unlock outsized upside in favorable regimes with a disciplined, rules-based, daily-rebalanced strategy. OOS return ~37.7% annually vs SPY ~21.9%, with regime-aware hedges to damp volatility, but it carries higher drawdown risk.