A multi-rule, multi-window strategy that toggles between 3x leveraged growth ETFs (UPRO/TQQQ) and safer assets (BIL/SHY/TMF) using momentum, volatility, and drawdown signals to buy dips and hedge risk; designed for a growth-oriented but risk-managed approach.

- The strategy uses several rule modules that look at market signals over different historical windows (14, 21, 28, 42 days). - Key signals include inverse-volatility momentum and relative strength (which compare how different asset groups perform against each other). - When the signals point to favorable conditions, the system tilts toward growth bets using 3x leveraged ETFs (UPRO for S&P 500 exposure, TQQQ for Nasdaq 100 exposure). - When risk signals rise (volatility or drawdown concerns), it shifts toward safety, using BIL, SHY, and TMF as hedges or ballast. - The framework contains multiple nested checks (Bear BUYDIPS, Bull HFEAR, etc.) that decide “buy dips” vs. “hedge and hold,” with specific rules around max drawdown and standard deviation to limit risk. - The overall allocation is composed of several sub-strategies, each contributing a weight to the final portfolio; the design emphasizes risk controls to try to avoid large losses while still seeking upside. - No single “magic” indicator drives the system; instead, a blend of momentum, volatility, and drawdown measures across different lookbacks governs exposure. - Tickers explained: UPRO and TQQQ deliver amplified equity exposure; SPY is the broad market benchmark; SHY and BIL provide safer cash-like exposure; TMF and BSV are hedging/bond-related vehicles; UVXY appears as a volatility hedge in a dedicated sleeve. Substitution or addition of other tickers would require re-testing due to their different risk/return profiles.

Out-of-sample annualized return ~30.7% vs SPY ~22.3%, with solid risk-adjusted metrics (Sharpe ~1.31, Calmar ~1.10). A growth-plus-hedging approach aims for higher upside while containing drawdowns.