A multi-block, regime-based rotation among leveraged growth ETFs and volatility hedges, driven by momentum and RSI-like signals, designed to chase upside in bull periods while defending in risk-off regimes. High risk due to 3x levered ETFs and volatility ETFs; not suitable for passive, long-term investors.

A rules-based rotation across many ETFs is run in many blocks. Each block tests short- and long-term momentum and volatility indicators (notably RSI and moving-average-based returns) on sets of tickers such as UVXY, VIXY/VIXM, SOXL, TECL, SOXS, SPXL, TQQQ, SPY, and others. If a block’s signals meet its thresholds, the block nominates one or more assets to own. The system merges several blocks (Pops, Baller variants, and “Safety/Defense” blocks) into the final allocation. The result is a highly active, regime-driven tilt toward leveraged growth (tech/semis), volatility hedges, or defensive positions (bills, short-duration bonds) depending on the current signals. Because many blocks can fire simultaneously, the model often ends up signaling multiple assets; a final allocation is constructed from the ensemble of block signals. Expect frequent changes, large potential drawdowns with levered ETFs during stress, and sensitivity to lookback choices and thresholds. Note: UVXY is a volatility proxy that tends to rise when stocks fall; SOXL/TECL are 3x levered bets on semiconductors/tech; SPXL and TQQQ are 3x long broad-market bets. Defensive pieces include SHY (short-term Treasuries), BIL (short-term Treasuries), and AGG (broad bonds).

Out-of-sample Sharpe 1.55 vs SPY 1.41; annualized return 69.38% vs 22.49%; Calmar 2.22; max drawdown 31.31% vs 18.76%. Regime-driven, leveraged ETF rotation chasing upside with volatility hedges—higher upside, more risk than the S&P.