Daily-rebalanced, volatility-weighted levered-tech strategy with a heavy cash ballast. Uses RSI and trend signals to tilt among leveraged tech ETFs and hedges, but most days holds ~85% in BIL (short-term Treasuries) and ~15% in TQQQ, with dynamic rotations to UVXY, TECL, UPRO, SQQQ, and TLT based on momentum and trend signals.

- It starts with mostly cash (BIL) and a small TQQQ position. It rebalances daily. - Signals come from: (1) RSI (momentum) on various assets, especially TQQQ; (2) SPY’s price vs its 200-day moving average (long-term trend); (3) a 20-day moving average check on TQQQ for a shorter trend signal; (4) relative strength checks across TECL, UPRO, SQQQ, and UVXY; (5) a top-1 selection between SQQQ and TLT using RSI, with a paste of their moving-average filter. - When TQQQ looks extremely overbought (RSI > ~79) or the market shows certain trend conditions, the model may tilt into hedges or volatility plays (UVXY, SQQQ, TLT) to reduce risk. - When SPY is in a confirmed uptrend (above 200-day MA) and other internal signals permit, the model may allocate to leveraged tech (TECL or UPRO) or keep light exposure to TQQQ. - The default end-state allocation you’ll most often see is about 85% in BIL and 15% in TQQQ (i.e., mostly cash with a modest tech tilt), but the daily rules can rotate into hedges or other levered ETFs based on the signals. - The plan is to combine momentum, trend, and volatility signals to balance the upside potential of levered tech with the safety of cash-like assets and hedges.

Risk-controlled levered-tech strategy with cash ballast and hedges. OOS Sharpe 1.55 vs SPY 1.06; drawdown 8.3% vs 18.8%; Calmar 1.88. Higher risk-adjusted return and far better downside protection than SPY.