Complex, high-risk, rule-driven portfolio using leveraged ETFs plus Treasury hedges to chase income and upside; dynamic rotations, momentum and risk filters with a cash-equal backbone.

Think of this as a robot that builds a single portfolio from a big toolbox of ETFs. It splits money into several big buckets (containers) that each run their own rules, then it fuses the results into one final mix. Key ideas: - Cash is allocated roughly evenly across the main containers (wt-cash-equal). - Some containers bet on Treasury-related assets (Dynamic Treasury Bear/Bull) to hedge risk; others tilt toward aggressive equity bets using 3x leveraged ETFs (e.g., TQQQ for tech, SOXL for semis) to seek bigger upside. - Within each container, a set of rules picks which ETF to hold using momentum and risk measures: which assets have done well recently (moving averages), which are more volatile (standard deviation), and whether they are overbought/oversold (RSI). - Some rules create optional paths (If-Else branches) that switch the asset mix based on signals. The “Rotator” selects the two most promising assets by a momentum measure, with a risk check to avoid overly risky combinations. - Weights are adjusted so that overall exposure sums to 100%, but the system uses a narrow allowance for changes (rebalance corridor of 0.05) and, in this description, “rebalance: none” implies that tweaks occur within a small band or on explicit triggers rather than on a fixed calendar. - The whole setup is designed to deliver income paired with opportunistic upside, while using Treasury exposure to cushion drawdowns. Important: this is a high-risk, sophisticated approach that relies on leveraged products and many moving parts. Real-world performance depends on execution, costs, and market regime compatibility.

An out-of-sample strategy blending leveraged equity bets with Treasury hedges to pursue income and upside beyond the S&P, with hedges offering regime-based protection, but with higher, regime-driven drawdowns in tougher markets.