A daily, rule-based, highly tactical mix of leveraged tech exposure (TQQQ), volatility hedges (UVXY), and safe assets (BIL/SHY, AGG) that shifts with momentum, volatility, and regime signals to try to beat SPY, but with high risk and frequent turnover.

- Each day, the model runs a series of yes/no tests to decide which assets to buy, how much of each to hold, and whether to stay in cash. - The top block, Black Swan Catcher, looks at how hot (or overbought) the leveraged QQQ ETF (TQQQ) is. If momentum is extreme (RSI over 79 on a 10-day window), it buys UVXY (a volatility hedge) as a protection against a spike in market fear. - If extreme momentum isn’t present, it checks other danger/momentum signals (like very sharp one-day moves or very recent declines) to decide if volatility hedges or mean-reversion bets should come into play. - The strategy also contains a “Normal market” branch that usually prefers a mix of safer and moderate-risk assets (bills/short Treasuries, a bond ETF, and possibly low-volatility stock exposure) rather than pure leverage. - There are nested groups that tilt toward bonds when risk is higher (Bond > Stock, Bond Mid-term < Long-term) or tilt toward stocks with caution (Mean Rev, Normal market). - Asset set includes: UVXY (volatility hedge), TQQQ (3x leveraged exposure to NASDAQ-100), SPLV (low-volatility stock exposure), SPY (benchmark proxy), BIL/SHY (short-term Treasuries as cash proxies), AGG (broad bonds), IEF/TLT (longer-duration bonds), SQQQ (inverse QQQ), QQQ (tech exposure without leverage). The weights are expressed per rule outcome (e.g., “weight 85/100” means allocate 85% to that asset when the rule fires). - Rebalance is daily, so the allocation can swing markedly. - In plain terms: when signals look calm and favorable, the plan runs a bold, tech-heavy, levered stance; when signals warn of danger or volatility, it pivots toward hedges and safer bets. - Risks: leverage magnifies losses; UVXY and other volatility plays can decay over time; this is not a passive or low-cost strategy and requires active monitoring and a high tolerance for drawdown.

Dynamic, rule-based strategy blending leveraged tech, volatility hedges, and safe assets. Out-of-sample return ~31% vs SPY ~22%, with regime-aware risk controls. Higher upside, but larger drawdowns in stressed markets.