A high‑volatility, momentum‑driven tactical system that rotates among 3x long tech/semis ETFs (and a few hedges) with volatility ballast. It uses RSI and price momentum to pick top bets and compounds exposure via a “Pop Bots” allocation, focused on TQQQ as a core long with volatility hedges and bond ballast.

What this strategy does in plain terms: - It looks at a group of popular leveraged ETFs (long bets like TQQQ, TECL, SOXL, SPXL and a few hedges like SQQQ, SOXS, UVXY) and a ballast of bonds/cash (BSV, BIL, SPY). - It checks whether the recent price action and momentum favor one or more of the long bets or hedges. Momentum here means: are prices trending up and are the assets showing strength compared with their own past performance? It uses readable signals such as RSI (momentum measure) over short windows (about 10 days) and longer windows (60–90 days) to judge strength, and it also compares current price to a long‑term moving average (roughly 200 days) to see if the market is in a broader uptrend. - If the signals agree that it’s a favorable moment for growth, the strategy categories assets into a “Bull Search” and picks the best long bets (often the top few performers) to own, sometimes giving them equal weight or a simple split like 70/30 across favorites. If risk signals suggest volatility or a downturn, it shifts into a “Bear Search,” selecting hedges (like SQQQ or UVXY) or adding ballast (BSV/BIL) to reduce risk. - All the selections are then combined in a small basket (the “Pop Bots” concept) with pre‑defined weights. The end result is a single “best set of bets” from the universe that the system would like you to hold for that moment, with the plan to stay with the signals (rebalance = none) until a new set of signals triggers a change. - Important note: This is a high‑volatility, tactical approach. It assumes you’re okay with big swings and that you understand leveraged ETFs can magnify both gains and losses. It’s not intended as a long‑term buy‑and‑hold strategy for most investors.

An aggressive, momentum-driven strategy using leveraged tech bets with volatility ballast. OOS annualized return ~81% vs SPY ~23%; Sharpe ~1.44; Calmar ~1.97. Higher upside and risk-adjusted edge vs the S&P, but larger drawdowns (~41% vs ~19%).