A rule-based, levered, multi-asset strategy that uses momentum signals on SPY and semiconductors plus a price-trend overlay to tilt into volatility (UVXY/VIXY), semiconductor bets (SOXL/SOXS), and levered broad-market or Nasdaq bets (UPRO/SPXU, TQQQ/SQQQ). It combines simple RSI-based timing with a moving-average trend check to seek big moves, while keeping position sizes straightforward.

- It looks for an overbought signal in the market (the broad market index, SPY). When SPY looks overheated, the system moves money into volatility bets (UVXY or VIXY) that tend to rise when market volatility spikes. It picks the volatility ETF that shows the strongest recent momentum using a simple momentum score and allocates a large portion of the signal budget to it. - Separately, it monitors the semiconductor group (SOXX and related leveraged ETFs SOXL and SOXS). Based on how those momentum signals look, it tilts toward a leveraged long bet (SOXL) if momentum is favorable, or a leveraged inverse bet (SOXS) if momentum is unfavorable. This lets the strategy try to ride big semiconductor moves when they start to trend and protect against downside when they deteriorate. - A trend-overlay module watches whether the market price is above or below its short-term trend (roughly the 10-day moving average). If the market is above the trend, the system may favor strong exposure like UPRO (levered long on the S&P 500). If prices are weak, it can tilt toward SPXU (levered inverse). A parallel consideration applies to Nasdaq-related bets (TQQQ for levered Nasdaq exposure and SQQQ for inverse). This layer adds a quick, trend-following tilt to the broader exposures. - All modules are rule-based and use simple weights to size positions (for example, affinity toward volatility 80/100 in one module, or 50/100 in another). The goal is to capture meaningful moves with leverage while keeping the structure transparent and explainable. Note: leveraged and inverse ETFs can move quickly against you, so this is a higher-risk approach and not suitable for all investors.

Momentum-based, rule-driven strategy blending volatility bets, semiconductors, and levered exposures to capture big moves. OOS return ~48% annualized vs SPY ~21%; simple sizing and transparent rules—more upside, but higher risk.