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Thank you for the article, very interesting strategy 👍

One comment: The question of whether the S&P 500 is above or below the 200-day line should really be based on the index itself and not (as you recently wrote) on the ETF?
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@ChrisBizz If the ETF is hedged, you can also use it, as it tracks the index fairly accurately. However, there is no hedged 2x leveraged S&P500, so the signals and performances may be different.
These are the usual problems of practical implementation. You have to make compromises here and there. However, this should become relative over time.
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