A two-bucket strategy: 70% in a leveraged S&P 500 bet (SSO) for growth, plus 30% in a four-asset, equally-weighted sleeve chosen from commodities, gold, bonds, and select sectors, selected by recent momentum across 50–150 day windows and gated by SPY momentum, with a 10% rebalancing buffer and no-K-1 tax reporting.

- You start with capital split into two parts: about 70% goes into ProShares Ultra S&P 500 (SSO), a fund that seeks roughly double the daily moves of the S&P 500. The remaining 30% goes into a basket of four assets drawn from a fixed list (commodities, gold, various Treasuries, energy, healthcare, consumer staples, and related funds). - The four assets are chosen by looking back at how each performed over 150, 100, and 50 days, picking the best performers (top 4 by cumulative return) in each window, with the four assets in the sleeve weighted equally within the 30% portion. - The overall portfolio is rebalanced with a corridor width of 0.1, meaning trades are only triggered when allocations drift beyond about 10% from targets, reducing churn. - There is a market-condition gate based on SPY’s momentum relative to a moving average: if SPY shows favorable momentum, the two-bucket allocation is activated; if not, the structure remains but still adheres to the same selection logic for the sleeve. - The sleeve includes assets such as PDBC (commodities), GLD (gold), TLT/IEF/SHY (bonds), XLE (energy), XLV (healthcare), XLP (consumer staples), TBF (inverse long Treasuries), and EXG (global equity income). - The no-K-1 wording refers to tax-reporting considerations for certain funds in the sleeve.

Out-of-sample edge: ~25% annual return vs ~21% for the S&P, higher Sharpe (~1.46) and Calmar (~1.86), and smaller drawdown (13.4% vs 18.8%). A leveraged core with a diversified, momentum-driven sleeve targets stronger growth and downside control.