A daily, rule‑based momentum strategy that toggles between levered long ETFs (e.g., TQQQ, SPXL, SOXL, UPRO) in a bullish regime and hedges (SQQQ, UVXY) plus cash/bonds in bearish or stressed regimes, using RSI and moving averages to pick assets and weights. It also applies a commodity/defense overlay and volatility guards; the approach is aggressive and best suited for experienced, risk‑tolerant investors.

- The system runs every trading day and reframes a small basket of assets based on a ladder of rules. - It looks at market direction using major proxies like SPY (S&P 500) and QQQ (Nasdaq) and then decides whether to pursue a bullish, bearish, or defensive posture. - When bullish signals fire, it builds a “Bull” sleeve with leveraged long ETFs such as TQQQ, SPXL, SOXL, and UPRO (often plus TMF for bond‑leaning exposure) and weights them roughly evenly. It also uses a price momentum screen (moving-average return and RSI thresholds) to pick which levered longs to include. - When risk signals rise or momentum fades, it shifts toward hedges: bear/volatility vehicles like SQQQ (inverse QQQ), UVXY (volatility futures), and other defensive assets (BIL, SHY, AGG, UUP for currency/bond hedges). - A separate “Defense” module can tilt toward commodities (DBC) if volatility metrics justify it, but only after passing several risk checks (standard deviation, price momentum, etc.). - The allocation is largely cash‑equal within the chosen set (100/100 weights in each selected group) and the system rebalances daily. - The design also includes safeguards such as RSI‑based oversold/overbought checks and a condition to avoid long exposure if short‑term SPY performance is poor.

Out-of-sample annualized return ~40% vs S&P ~23%, driven by tactical leverage in uptrends with hedges. Higher upside potential, but with higher volatility and larger drawdowns—best for experienced, risk-tolerant investors.