Rules-based portfolio using 3x/2x ETFs. A 50% bond-driven sleeve flips among long/short Treasuries, gold, SPY, or cash by trend/momentum. Two 20% sleeves ride stock uptrends (TQQQ/UPRO) or go to cash/tech oversold bounce. Plus 5% small-caps and 5% Dow.

Plain English: it’s a rules-based, high‑octane mix of ETFs that tries to ride big trends and step aside in bad markets. - 50% watches TLT (long‑term US Treasuries). Moving averages (avg price over N days) define up/down trends. In an uptrend it owns TMF (3x long bonds) or TLT/SPY (whichever did better over ~60 days). In a downtrend it may own TMV (3x short bonds) or UGL (2x gold) if weakness is acute; otherwise it parks in SHV (T‑bills). RSI(10) is a 0–100 “pressure” gauge; very low (<31) = washed out. - 20%: If SPY is above its 200‑day average (uptrend), hold TQQQ (3x Nasdaq‑100); else hold SHV unless very oversold, then TECL (3x Tech). - 20%: Same rule but with UPRO (3x S&P 500). - Always 5% URTY (3x small‑caps) and 5% UDOW (3x Dow). These are daily 3x/2x funds: moves are magnified, good or bad. Rebalance only when weights drift ~5%.

Out-of-sample, this strategy delivers ~35.9% annualized return vs SPY's ~21.5%, with higher risk-adjusted Sharpe (~1.34 vs 1.28) and Calmar (~1.92). Max drawdown ~18.66–18.76%, offering compelling upside with controlled risk.