A daily, rule-based portfolio that rotates among leveraged tech/semiconductor ETFs (and hedges/conds) using short-term momentum signals (RSI, moving averages) and risk-off checks to try to capture bursts in tech while protecting against downturns. High risk due to leverage and frequent changes.

- The system runs every day and decides how to allocate capital across a basket of ETFs, many of which are leveraged plays on tech or semiconductors (for example, TQQQ and SOXL) as well as hedges (UVXY) and traditional assets (SPY, BIL, UUP, etc.). - Each sleeve has its own signal logic based on short-term momentum and price behavior. A typical signal uses a momentum indicator to gauge whether a security is overbought or oversold, and compares that momentum to thresholds (e.g., RSI readings or moving-average relationships). If the signal is favorable, the sleeve suggests buying the asset or increasing its weight; if not, it may reduce exposure or switch to a different asset in that sleeve. - RSI (a momentum gauge that ranges roughly from 0 to 100) is used to decide if recent price moves are extreme (very high or very low) and to trigger trades. Shorter RSI windows (like 7–10 days) aim to catch recent momentum, while longer windows (like 20–60 days) help confirm a trend. - Moving averages and other checks (e.g., standard deviation, price vs. moving-average relationships) are used to add context (is the momentum likely to persist or reverse?). - There are explicit risk-off filters: if bonds look attractive or if volatility/defensive signals rise, the strategy can tilt toward cash-like assets (BIL, SHY), dollar exposure (UUP/USDU), or bond-focused ETFs (IEF, IEI). - The structure uses nested gates (if this, then that) to combine multiple signals into a final allocation. Some gates emphasize “hot” areas (e.g., a strong tech/momentum posture), while others protect against drawdowns by sidestepping risk when momentum looks fragile. - The overall aim is to ride momentum in tech and semiconductors via leveraged ETFs during favorable regimes while not staying overexposed when signals turn cautionary. The daily rebalance means the portfolio can shift weights quickly, which increases both potential gains and risk.

Out-of-sample edge: ~48.7% annualized return vs SPY ~20.6%, Sharpe ~1.0, Calmar ~1.26. Active risk controls tilt to levered tech on strength and hedges on risk—delivering stronger risk-adjusted gains than the S&P 500.