Cross-Regime Performance Analysis of an Algorithmic Strategy for a Diversified Leverage Index Fund Portfolio
A diversified leverage strategy across TQQQ, UPRO, UDOW, TMF, UGL, and DIG achieving 51% annualized returns over 2017-2025 with a Sharpe of 0.701. The framework combines ERC-based allocation, dynamic rebalancing every 4 days, and regime-adaptive overlays validated across three distinct economic regimes.
