A two-part, rule-based strategy that aims to ride favorable momentum with a single leveraged exposure while opportunistically buying dips in major indices using leveraged ETFs and hedging with Treasuries, all without frequent rebalancing and with a tax-structure note (No K-1).

Two main threads drive the strategy. Thread A (V1e Fund Surfing) looks for a single asset to ride when market conditions look favorable. It screens three candidates (TECL, TQQQ, IEF) and uses a momentum and risk check to pick one, or shifts to SHY (cash-like Treasuries) if conditions aren’t supportive. Thread B (V2 Bear BUYDIPS, Bull HFEAR) tries to buy dips in Nasdaq 100 and S&P 500 using leveraged ETFs (UPRO, TQQQ) when a dip is detected and signals are aligned. If not, it tilts toward safety (BIL or similar funds). The system alternates between Risk ON (favoring growth-oriented, highly leveraged bets with occasional treasury hedges) and Risk OFF (favoring cash-like short-term bonds) based on recent performance and volatility signals. Rebalancing happens only when the built-in signals fire; there is no fixed calendar rebalancing. The setup is designed to avoid K-1 forms in the underlying vehicle, per the naming, while exposing the fund to a mix of tech/leverage and bond exposure to balance risk and potential returns.

Out-of-sample edge: ~36.6% annualized return vs S&P ~22.2%; Sharpe ~1.11; Calmar ~0.97. A two-thread strategy uses leverage with hedges and dip-buying, no calendar rebalancing, No-K-1. Higher upside, but larger drawdowns (~38%).