A daily tactical rotation between a leveraged tech sleeve (TQQQ/SHY) and a low-volatility/bond sleeve (SPLV/AGG), driven by SPY’s 5-day momentum and 50/200-day trend. Teeter-totters between aggressive and conservative tilts based on explicit SPY signals.

What it does: Each day it chooses between two sleeves and assigns weights to the ETFs below, based on SPY momentum and trend. Two sleeves: - Aggressive sleeve: TQQQ (3x NASDAQ-100) with a small hedge SHY (short-term Treasuries) to temper volatility. Conservative sleeve: SPLV (low-volatility SPY) with AGG (core U.S. bonds). Rules (based on SPY data): - If SPY 5-day return < -5%: allocate 90% to TQQQ and 10% to SHY. - Else if SPY 5-day return > 3%: check SPY trend via 50-day vs 200-day moving averages. If 50-day > 200-day, allocate 90% TQQQ / 10% SHY; if 50-day <= 200-day, allocate 60% SPLV / 40% AGG. - The "else" branch for the 5-day > -5% case repeats the 50/200-day rule: uptrend leads to 90/10 (TQQQ/SHY); downtrend leads to 60/40 (SPLV/AGG). Rebalance: daily, resetting weights to reflect the chosen sleeve and assets. Assets used: TQQQ, SHY, SPLV, AGG, with SPY serving as the market proxy used in the momentum and trend checks. Risks: levered ETFs like TQQQ can be highly volatile and penalize compounding in long holds; relying on SPY as the sole market proxy can oversimplify multi-asset dynamics; this is a tactical rotation rather than a long-term exposure strategy.

Out-of-sample shows ~39% annualized return vs SPY's 23.7%, via daily rotation between leveraged growth and conservative sleeves. Higher upside but larger drawdowns (~54% vs ~19%). Suited for higher risk tolerance.