A complex, price- and momentum-driven portfolio that mixes leveraged equity bets (SPY, QQQ, SOXX, etc.) with hedges (gold, bonds, cash proxies, VIX futures) using SPY-relative filters and momentum indicators to decide daily allocations.

The strategy runs a layered decision process. It looks at SPY (the broad market as a reference) through moving averages and momentum indicators to decide which baskets to tilt into. It then allocates capital across groups like SPY/QQQ/SOX-based “Pop Bots” (levered equity bets on SPY, QQQ, and semis), defensive blocks (Gold GLD, consumer staples XLP, cash proxies like BIL), and volatility hedges (UVXY, VIXM, SVXY). RSI-like signals for levered ETFs (e.g., SPXL, QLD, TQQQ, SOXL), plus trend/return signals, guide entries. If momentum is strong, more weight goes to equity exposures; if momentum weakens or drawdown risk rises, the system shifts toward hedges and safer assets. It also uses max drawdown rules and cumulative return checks to detect risk-off conditions and pivot to protective positions. The header notes a modification to base SPY filters using 20-day and 9-day moving averages, which serve as a gate for turning positions on/off. The system is a composite of many sub-portfolios (e.g., SPY Pop Bot, QQQ Pop Bot, SMH Pop Bot, UVXY levels, SPXL/SOXL/Pops, etc.), each with its own entry/exit logic and a weighted allocation that sums to the whole portfolio. In plain terms: the code is a cookbook of signals that decide which bets to place, how much to bet, and when to hedge, all with daily rebalancing. Important caveat: this is a highly complex framework with many moving parts; real-world performance depends on data quality, parameter choices, and execution, and it can be sensitive to regime shifts.

Out-of-sample edge: oos Sharpe 1.75 vs SPY 1.41, drawdown 7.4% vs 13.7%, Calmar 2.71, and beta ~0.35. Hedged momentum tilts seek steadier gains and downside protection versus the S&P 500.