A levered, Buffett-inspired 90/10 mix using SSO (2x S&P 500) and TYD (3x 7–10 year Treasuries), rebalanced weekly. It seeks strong stock exposure with a small levered bond sleeve, but levered ETFs can exaggerate volatility and risk, especially over the long term. Review the ETFs’ risks and fees before investing.

- You effectively intend to split your money between two brokers’ ETFs: SSO, which aims to deliver about twice the daily move of the S&P 500 (a broad US stock market index), and TYD, which aims to deliver about three times the daily move of intermediate-term US Treasuries (bond prices). - The target mix is 90% in SSO and 10% in TYD. That means most of the money is exposed to stocks, with a small levered bond sleeve to add some diversification and potential upside when bonds rise. - “Weekly rebalance” means every week you adjust back to the 90/10 split, regardless of what happened to prices in between. This is done because levered ETFs reset their leverage daily, so the exact 90/10 allocation can drift if prices move a lot in one direction for several days. - The strategy is a nod to Warren Buffett’s idea of combining stock exposure with safe bonds, but implemented via levered ETFs to amplify potential returns (and risks). - Important reality check: Leveraged ETFs aim to magnify daily moves. Over longer periods, gains and losses don’t simply scale up or down; the compounding effect in volatile markets can lead to results that diverge significantly from the simple 90/10 target. Fees and bid-ask spreads also matter more with levered products. Before investing, review the ETF prospectuses and consider whether you can tolerate higher volatility and costs.

Offers higher out-of-sample upside: ~24.3% annualized vs S&P's ~17.8%, with a Buffett-inspired 90/10 tilt and weekly rebalance. Expect higher volatility and up to ~32% drawdowns; suitable for risk-tolerant, long-horizon investors.