A high-risk, leverage-driven momentum strategy that goes aggressively long on tech/QQQ-like bets when market trend and momentum look favorable, while using volatility and bond hedges to catch crashes. It relies on RSI and price vs. moving-average signals to decide whether to chase big gains with levered ETFs (like TQQQ, UPRO, TECL) or to hedge with UVXY/SVXY/SQQQ and bond funds (BSV, BIL). Often it assigns full weight to the active signal, making it a binary, highly volatile strategy intended for experienced traders with strict risk controls.

- The system looks at multiple signals to decide where to put capital, or to move into cash-like/bond hedges. - A central trend check uses SPY’s 200-day moving average: if SPY is above its 200-day average, the market is considered in a positive tilt and aggressive long bets are more likely. If SPY is below, defensive bets take precedence. - Momentum signals rely on RSI (relative strength index) calculated over short windows (mostly 10–14 days) on various assets such as UVXY (volatility), SPXL/TQQQ/TECL/UPRO (levered longs), and sometimes SQQQ (inverse Nasdaq) or other hedges. Thresholds like >75, >80, >84 are used to trigger or avoid certain entries. - There are nested decision trees that, when conditions are met, allocate a full 100% weight to a chosen target (e.g., TQQQ, TECL, UPRO, or a bond/defensive ETF). - Some paths include a “top” filter that selects the best among a small set (e.g., top asset by RSI) when a condition is satisfied. - If the main long signal is not favorable, the model routes into defensive assets (BSV, BIL, or cash) to reduce drawdown. - The structure includes two major long-strategy groups (QQQ Bond Test LONG and TQQQ FTLT LONG) with similar logic but different asset mixes, and both often end with a 100/100 weight on the chosen long or hedge, effectively a binary, all-in signal. - The strategy emphasizes BLACK SWAN hedging (volatility-based exposure like UVXY and SVXY, sometimes even SQQQ) in order to protect against sharp market shocks while maintaining the possibility of large upside on the levered long side when signals align. - Overall, this is a tactical, high-frequency-ish decision tree rather than a steady, buy-and-hold approach; it requires close monitoring and precise implementation to avoid ruin in adverse moves.

Out-of-sample, this strategy targets ~42.9% annualized return vs SPY ~16.97%, with a higher Sharpe (~1.07 vs ~0.98) and Calmar ~1.12. It chases big tech gains with hedges to curb crashes, offering higher upside with disciplined risk.