A weekly, rules-based plan that uses four levered equity bets (2x and 3x SPY/QQQ) guided by momentum signals (RSI) to decide whether to stay in the levered ETFs or move to cash (BIL). The system rebalances weekly, aiming to capture upside in trends while limiting risk with a bond/cash overlay. Tickers involved include SSO, QLD, SPXL, TQQQ, SPY, QQQ, and BIL (plus various benchmarks used in the RSI checks).

In plain language: the strategy splits capital into four potential bets on equity markets, two that aim for 2x exposure and two that aim for 3x exposure, specifically on the SPY (S&P 500) and QQQ (Nasdaq 100). Each week, it asks: should I stay with a levered bet, or should I park in cash? A momentum test called RSI looks at how strong the levered ETF has been over roughly a month compared with its base index. If the levered ETF shows stronger momentum (relative to SPY or QQQ or other benchmarks), it stays invested in that levered ETF; if momentum is weak, that sleeve may switch to BIL (short-term Treasuries) as a cash proxy. This decision process is performed for each of the four sleeves (2x SPY, 2x QQQ, 3x SPY, 3x QQQ). If multiple sleeves pass the momentum tests, the system weights them so the total exposure sums to 100. There are multiple nested RSI checks that compare the RSI of the levered ETF to several benchmarks (e.g., ZROZ, SPY, TMF, SHY, IEI, IEF, etc.) to filter out false positives and to adapt to different market regimes. The final allocation thus alternates between levered equity exposure and cash based on rules, with weekly rebalancing to reset weights. The design emphasizes upside capture when trends are favorable, but it accepts higher risk and complexity due to the leveraged components and the RSI-based decision logic. Important caveats: leverage magnifies losses, RSI is a trend-following signal that can misfire in choppy markets, and the strategy relies on disciplined weekly implementation. Tickers involved include SPY (S&P 500), QQQ (Nasdaq 100), SPXL (3x SPY), TQQQ (3x QQQ), SSO (2x SPY), QLD (2x QQQ), and cash proxies like BIL; additional benchmarks such as TMF, SHY, IEF, IEI, ZROZ may appear in the decision logic but do not change the fact that the core outward-facing bets are four levered ETFs plus cash. The overall asset class focus is equities, with the cash overlay acting as risk management.

Momentum-driven, levered equity strategy aiming for stronger upside than the S&P 500. OOS return 33.7% vs 22.6% for SPY, Calmar ~1.13. Expect higher drawdowns, but trend-following can boost long-run growth.