A daily volatility-driven mix of SPY, SHY, and levered ETFs (UPRO, TQQQ) that tilts toward risk-on as SPY volatility falls and adds leverage in deeper regimes, replacing SSO with 3x exposure via TQQQ.

On every trading day, the strategy measures SPY’s 21-day volatility (how much SPY has swung lately). It then follows a rules-based tree to pick weights that sum to 100%. If volatility is high, it combines SPY with SHY to add ballast; if volatility is low, it tilts more into stocks and, in deeper branches, into leveraged ETFs like UPRO and TQQQ for amplified exposure. The weights are explicit in the code (e.g., 75% SPY / 25% SHY in some paths; 100% SPY in others), and the plan prefers replacing SSO with TQQQ where leverage is used. All positions are rebalanced daily to keep the total at 100%. The approach aims to capture upside in calmer regimes while controlling risk with bonds in stressed regimes, with occasional use of higher leverage to boost returns when conditions look favorable. Note: leveraged ETFs can magnify both gains and losses and are most sensitive to daily rebalancing dynamics.

Volatility-tuned, daily-rebalanced mix of SPY/SHY with 3x UPRO/TQQQ aims for outsized out-of-sample upside (≈46.8% vs 21.1% SPY) with bond ballast; note levered segments can amplify drawdowns in volatile markets.