A signal-driven momentum/mean-reversion system using leveraged ETFs (e.g., TQQQ, TECL, SOXL, SPXL, TMF) plus hedges (UVXY, SQQQ, SPXS, TMF/TMV, UUP, DBC, GLD) to tilt between aggressive and defensive bets. It uses RSI, moving averages, and regime checks against SPY and other proxies, plus a Black Swan catcher to protect during spikes in volatility. No fixed rebalancing; actions fire from nested rules and thresholds.

- Look for market regime signals using multiple windows and indicators on a broad mix of leveraged ETFs and market proxies. These signals cover stock-market momentum themes (e.g., tech/QQQ-like exposure), bond trends, dollar strength, and volatility risk. - Build two main decision forks: a Long-Term LETF Basket that bets on up moves in high-m conviction themes (e.g., tech, semis, S&P 500) via 2x–3x levered ETFs, and a Defense/Modified Basket that shifts toward safer or hedged bets (treasury levers like TMF/TMV, USD proxies like UUP, commodity/gold, and bear/volatility hedges like UVXY, SQQQ, SPXS). - Use momentum and mean-reversion ranking (e.g., moving-average returns, cumulative returns, RSI) to select which LETFs to hold. The system often uses “bottom” or “top” filters to pick the assets with the strongest momentum signals, then assigns weights that reflect the rule (typical full capital allocation to chosen assets within a basket). - Apply a Black Swan catcher: when volatility spikes (indicated by UVXY and related RSI/return rules), tilt more toward hedges (e.g., UVXY-driven exits/defensive allocations) to protect portfolio value. - Gate entry/exit with price-relations to SPY and with EMA crosses: if the market is trending above/below SPY’s long-term trend, engage corresponding LETF baskets or defensive hedges. - No fixed quarterly/yearly rebalance; decisions are driven by the live signal path. This makes the system highly responsive but requires real-time data, careful risk management, and attention to the compounding risks of LETFs.

Dynamic, signal-driven strategy shifts between leveraged equity bets and hedges for higher upside with risk controls. OOS annualized return ~44% vs S&P ~23%, plus a Black Swan catcher. Higher potential returns but larger drawdowns in crises.