A rule-based levered-exposure strategy that uses RSI and a 200-day trend check to time entry/exit in 2x/3x ETFs (like QLD/TQQQ), shifts to cash (BIL) on overbought signals, and buys dips on oversold signals, with daily rebalancing and benchmark comparisons.

In plain language: Every day, the system checks whether the market looks stretched or uptrending. If the market is very overbought (RSI on QQQ or SPY > 80), it moves funds into cash-like short-term Treasuries (BIL) to avoid a drop. If the market isn’t overbought and SPY is above its 200-day moving average, it stays in higher leverage (2x or 3x) using funds like TQQQ (3x NASDAQ) or QLD (2x NASDAQ) to try for bigger gains. If the market starts to weaken or is below the 200-day average, it reduces exposure or stays in cash. There are also “buy the dip” rules when QQQ looks oversold (RSI < 30), allowing re-entry with 1x/2x/3x leverage. The approach is tested against leverage benchmarks to see if it can outperform over time. Rebalancing happens daily, and the exact levered vehicles can be swapped to fit the user’s leverage preference.

Out-of-sample, this strategy targets ~52% annualized returns vs SPY ~23.6%, with Calmar 3.31. Daily risk controls (RSI/200-day trend) and BIL hedges aim to ride rallies while limiting drawdowns.