A daily-rebalanced, multi-asset rotation system that leans into two levered bull ETFs (e.g., TQQQ, SPXL) when signals are favorable, and transitions into volatility hedges and defensive assets (e.g., UVXY, SQQQ, UGL, TMF) when risk rises. Signals come from RSI, moving averages, and momentum checks across a small pool of tickers (QQQ, SPY, SMH and related leveraged/defensive ETFs).

- Every trading day, the system decides whether the market is in a bullish or defensive state. - In Bull mode, it selects two levered bull ETFs from the group (examples: TQQQ, SPXL, SOXL, UPRO, TMF) based on their recent performance (using a moving-average-return screen) and buys them in equal weight to exploit upside momentum. - In Bear/Defensive mode, it uses hedges and defensive assets (examples: UVXY, SQQQ, SOXS, UUP, UGL, TMF, XLP, BTAL, BIL, SPHB, GLD-like proxies) to reduce risk. Signals for switching to hedges come from RSI, price vs. SPY comparisons, and cross-checks with moving-average trends. - The system applies multiple filters (RSI thresholds, price against moving averages, and other screens) to decide exit points and to calibrate which hedges or defensives to hold. - Rebalancing is performed daily, ensuring exposure aligns with the latest signals. The setup uses a mix of core equity proxies (QQQ and SPY) plus a semiconductor proxy (SMH) and levered/defensive instruments to balance growth potential with risk controls. - The architecture is a deep, hierarchical decision tree, with several versions of Bull/Bear modules and “Pop Bot” style sub-strategies that trigger hedges when conditions become unfavorable. The overall aim is to ride bullish phases with leveraged equity exposure while maintaining protection during risk-off periods, all within a backtested framework anchored around 2011-era data and the specific tickers shown (QQQ, SPY, SMH, plus a suite of leveraged/inverse and defensive ETFs).

Out-of-sample edge: 23.48% annualized return vs 22.91% for the S&P, with Sharpe ~0.64 and Calmar ~0.43. Dynamic bull/bear rotations ride uptrends while managing risk, though drawdowns can be large in stress.