This is a high-risk momentum strategy designed for SPY exposure using leverage. The model combines three independent market factors to determine positioning: either fully invested with 2x leverage (200% exposure) or completely in cash (0% exposure).
How It Works
The strategy uses a majority-voting system. When 2 or more of the 3 factors signal favorable conditions, the model goes risk-on with leveraged exposure. When the majority signals caution, it moves entirely to cash.
Important Considerations
This is a high-risk, high-volatility approach
Best used as part of a total portfolio allocation, not as an entire portfolio
The strategy can sit in cash for extended periods during unfavorable conditions
Past performance shown in backtests does not guarantee future results