HFEA stands for HEDGEFUNDIE's Excellent Adventure.
Read from the start: chapter 1 The RuleLeveraged ETFs can lose a large part of their value in a short time.
Backtest on historical data: shows what the rule would have done, not what it will do. Not investment advice.
This strategy has few dials, and each changes its behaviour markedly. Here is what they do and what they cost. The numbers themselves come out of your version.
The bond leg is not a number but a product choice, and it changes the strategy more than any setting. In Europe those are unleveraged long-maturity holdings on US Treasuries with and without a currency hedge as funds, and a product with 5x leverage on long-dated US Treasuries as a debt security. Which block your version takes is on its rule card; what separates the blocks is in the chapter Implementation and Taxes further down.