A daily, rule-based, multi-asset strategy using leveraged ETFs, volatility hedges, and cash/bond ballast. It switches between risk-on tech/sector bets and risk-off hedges, aiming to pick 2–4 assets each day with equalized weights, guided by momentum, volatility, and drawdown signals.

High-level idea: the system runs every day, scans a wide set of assets using several momentum and risk metrics, then picks a small group to hold and how much of each to hold. If volatility or extreme momentum conditions are detected, it pivots toward hedges and cash; otherwise it tilts toward levered growth exposures and bonds for balance. The process uses several rules in sequence: 1) a price-mersistence test (RSI and moving-average signals) on leveraged growth ETFs (like TQQQ, TECL, ERX, FAS, TNA) to judge whether recent moves look strong or overextended; 2) volatility checks (VXX and VIX-based signals) to gauge market stress; 3) a bond/cash ballast test (BIL, SHY, IEF, BND) to identify unfavorable risk conditions; 4) a series of mean-reversion and drawdown screens (cumulative return, max drawdown, standard deviation) to decide which assets pass the filters; 5) among the filtered candidates, the strategy selects a small number (2–4) using a top/bottom rule and then allocates evenly (cash-equal) within that group, adjusted by branch-specific weights (e.g., 85/100 or 90/100) to reflect risk posture. The “Normal market” state emphasizes cash and bonds with small growth exposure; the “Huge volatility” state prioritizes risk hedges and bear/volatility instruments; the overall design alternates between risk-on and risk-off postures and uses a taxonomy of “groups” to organize signals (e.g., “Bond > Stock”, “Bond Mid-term < Long-term”). The strategy’s engine is a layered decision tree with many conditional blocks; the ultimate output is a daily allocation across a short list of assets whose tickers are shown in the code. Key tickers and roles: TQQQ/TECL/TNA/ERX/FAS/TMF/TMV (levered growth or bear fixed-upon signals), SOXS (semiconductor bear), VXX (volatility hedge), VIXM (volatility proxy), PSQ (short QQQ), BIL/SHY (cash-like), IEF/IEF/BND (bonds), SPY/QQQ/IWM (benchmarks used for comparisons), and SPY-scale multipliers for ratios. Important note: this is a high-complexity, high-variance strategy that relies on short- to medium-term momentum and volatility signals, and it rebalance daily, which can produce different results than a long-hold approach.

Dynamic, daily-rule strategy blending levered tech bets with hedges and bonds to diversify the S&P 500. Built for volatility regimes with regime-driven allocations and tax-friendly ETFs; out-of-sample returns may lag SPY and exhibit larger drawdowns.