A daily-rebalanced, multi-asset strategy that uses RSI and moving-average signals to switch between levered long bets (bulls), volatility hedges (UVXY), and bear/bond hedges, plus a long-term QQQ tilt. It dynamically allocates among ETFs like TQQQ, SPXL, SOXL, UPRO, TMF, and SQQQ with equal-weight blocks and momentum sorting.

- Every day, the system evaluates market signals using short-term momentum and volatility indicators. - If SPY’s short-term RSI is very high (overbought), it tends to load UVXY to hedge against sudden volatility spikes (Pop Bot UVXY). - If not in the UVXY path, it looks for the two strongest leveraged long bets among TQQQ, SPXL, SOXL, UPRO, and TMF, selecting them by recent momentum (moving-average performance) and weighting them evenly. - If market conditions become very bearish or oversold, it flips toward bear-oriented or defensive positions (e.g., SQQQ, other bond or short-duration vehicles) and may reduce equity exposure. - There is an explicit long-term tilt toward QQQ-based exposure (QQQ for the long term) that uses price versus a 200-day lookback and selects top assets with momentum or RSI-based screens; this block also includes a “Pop Bot UVXY” path when triggered under different conditions. - A separate “Bear Fund Search” finds one best bear ETF and supports hedges with bonds to temper drawdowns. - Within each decision block, assets are often aggregated into groups and weighted evenly (wt-cash-equal), with a final selection step (select-n) clarifying how many assets to hold from a filtered list. - The overall aim is to capture bull market moves with leverage while hedging risk with volatility and bear/bond exposures, all recalibrated daily.

Dynamic, rule-based strategy blending leveraged equity bets with volatility hedges and a QQQ tilt. Aims to diversify beyond the S&P and capture momentum upside; out-of-sample annualized return ~20%, with notable drawdown risk in severe markets.