A daily, rule-based macro-rotation that uses momentum and risk signals to tilt between leveraged equity bets and cash/bond safety, always anchored by BIL and driven by a multi-block decision tree.

Every day, the strategy reevaluates a broad set of momentum and risk signals to decide which assets to hold. If market conditions look strong (Bullish), it tends to allocate to high-momentum, three-times leveraged equity bets (e.g., TQQQ, TECL, SOXL). If conditions weaken (Normal or Danger Market), it shifts toward safer assets or cash (BIL) and sometimes bonds (e.g., TMF) to reduce risk. The choice among assets is made through a layered decision tree that weighs indicators like RSI momentum, recent price trends, and drawdowns. BIL serves as the cash anchor, so even when making leveraged exposures, a portion stays in or is rotated into BIL. The system tilts toward bonds vs stocks using a “Bond > Stock” rule and further refines by comparing near-term vs long-term bond signals. The process is autonomous and daily, meaning the composition can change every trading day as signals evolve. Caution: uses leveraged ETFs, which can amplify both gains and losses and may not suit all investors.

Out-of-sample, this macro-rotation targets higher upside (≈29.5% return) with a cash anchor (BIL) and risk controls. Compared with the S&P, it offers stronger return potential and a solid risk profile (oos Sharpe ~0.88, Calmar ~0.72), though drawdowns can be larger.