A daily, rule-driven tactical strategy that selects two levered ETFs to own (or two hedges to short) based on short-term momentum, with a bond-vs-stock tilt and volatility safeguards to navigate varying market regimes.

- Every day the system looks at a pool of leveraged stock/bond ETFs (eg TECL, TQQQ, DRN, URTY, TMF, SPXL) and a set of hedges (PSQ, SH, SPXS, TMV, VXX, etc.). - It measures recent performance with a momentum-like metric (a moving-average return over a short window) and ranks candidates. - The two assets with the strongest momentum are selected and allocated 100% between them (two-asset long posture). There are variants that flip to a two-asset short posture using the weakest performers. - A separate “bond vs stock” tilt checks whether bond proxies (IEF, BND, TL) are showing stronger momentum than stock proxies (SPY/QQQ). If bonds look better (or worse), the system tilts exposure toward bonds or away from stocks accordingly, including a split between shorter and longer duration bonds in some branches. - A volatility gate monitors spikes via volatility-related instruments (eg VXX) and related “Huge volatility” scenarios to avoid buying into a high-risk regime or to trigger hedging conditions (eg UVXY-like behavior is noted as a replaceable hedge in some branches). - Several branches exist (Long backtest vs Short backtest, variants with/without TMF checks, with/without UVXY replacements) to explore how the same core logic behaves under different rule sets. The model is designed to be K-1 free, favoring funds that report 1099 forms for tax simplicity rather than K-1 partnerships. - The net effect is a daily, rules-based tactical strategy that seeks to ride momentum in leveraged equity/bond bets when conditions look favorable, and to hedge or invert posture when volatility or bond-risk conditions indicate risk of drawdown.

Rule-based tactical strategy using momentum to pick two levered bets with a bond-vs-stock tilt and volatility guards. Out-of-sample, it aims for higher annualized returns (~28% vs ~21% for the S&P 500) with built-in risk controls.