A highly aggressive, regime-switching, multi-asset strategy that blends equity tilts, volatility hedges, and safety assets into one system. It uses price vs. moving averages and momentum tests to decide when to ride stocks, when to hedge, and when to seek safety, with extra layers focused on semiconductors and leveraged tech bets.

- The strategy is a big decision tree that picks one primary “macro regime” to fund the portfolio with 100% of capital in that regime, then switches if conditions change. - Core signals come from price versus moving averages (is the market in an uptrend?), and momentum signals like RSI on selected instruments (for example UVXY, SPY, QQQ, SOXX). - When market conditions look favorable (e.g., SPY above its 200-day moving average), the model leans into equities (SPY, QQQ) and levered tech bets (like TQQQ, SOXL) with additional checks such as other assets’ momentum. - When volatility spikes or risk-off signals appear (high RSI on UVXY, or other defined risk indicators), it shifts toward safety: short-term Treasuries (BIL, SHY), US Dollar exposure (USDU), gold (GLD), and consumer staples or other defensive positions (XLP, SHY, etc.). - There is an overlay that adds volatility hedges (e.g., UVXY, VIX-related tilts) and a separate “K Wave V4” flavor that introduces VIX-based hedges and additional ETF discretion (e.g., UUP, USDU, UVXY combos). - A “Normal Market Strategy” sub-path focuses on semiconductors and related tech ETFs (SOXX, SOXL, SMH, QQQ proxies), using a mix of long and bear/leveraged tokens to capture upside while applying short-term risk controls. - A long-run overlay (QLD) further tilts toward leveraged QQQ exposure for longer horizons, but only after specific conditions are met. - The rules also weigh safety and diversification (risk-off assets like USDU, GLD, XLP, SHY, BSV) to reduce drawdown during drawdown periods. - Overall, you get a highly dynamic allocation that can switch between full-on stock bets and hedged positions, or middling hedges, depending on regime signals and momentum screens.

Out-of-sample, this strategy targets ~28.7% annualized returns vs SPY ~21.7%, with Calmar ~1.02 and regime hedges that protect in volatility spikes. It tilts to growth (semis/tech) in bull markets while automatically managing risk, unlike the S&P 500.