A 3x-leveraged, rule-based, multi-asset strategy that shifts among Treasuries, macro-bond/real estate, commodities, gold, and levered equities, using momentum and trend signals to select assets within each theme and to allocate across them. Designed to be risk-on in stable regimes and risk-off when momentum favors safety, with a 5% rebalancing corridor and high leverage amplifying both gains and losses.

The portfolio allocates across several themes. A 35% core is devoted to a Treasury direction (TMF or TMV) and is paired with a top-performing asset in a stock/Treasury pair based on a 60-day performance screen. Other themes contribute smaller, rule-driven weights: 10% to a macro-bond/IEF signal (TYD/SHV/DRN), 5% to a commodities theme (DBC), 5% to gold (GLD/UGL) with momentum checks, and a set of levered equity bets (UDOW, TQQQ, URTY, UPRO) providing 5–15–5–15 weights. Each theme uses simple trend checks (moving-average comparisons over multiple windows) and, in some cases, momentum strength (top/cumulative-return sorts over recent windows) to pick assets within the theme. The system rebalances within a 5% corridor, so weights drift and are nudged back toward target levels when signals trigger. The intended effect is to capture upside in favorable regimes (via levered equities and growth-oriented assets) while preserving some safety in unfavorable regimes (via Treasuries and cash-like exposure). Because the strategy is 3x leveraged, gains and losses are amplified relative to a non-levered version, and the signals must be respected to avoid outsized drawdowns.

Out-of-sample, this 3x levered, rule-based strategy delivers higher risk-adjusted returns vs SPY: ~34% vs ~23% annualized, Sharpe ~1.49, Calmar ~1.65. Diversified across Treasuries, macro assets, gold/commodities, and levered equities. Leverage magnifies gains and losses.