A high-risk, rule-based rotation that uses short-term momentum signals (RSI) on a set of leveraged/inverse ETFs to pick a single, best-moment basket centered on KMLM. It concentrates 100% of exposure into that chosen group (e.g., TECL, SVIX, SPXL, SOXL, etc.) with minimal rebalancing, aiming to capture quick moves in tech, volatility, and broader markets. Short explanation for laymen: when short-term momentum looks extremely strong on certain funds, the system switches into one highly levered ETF group to ride the move; otherwise it stays out.

What you’re looking at is a rule-based switcher. It watches several exchange-traded funds (ETFs) that mimic hot areas of the market (tech bulls, semiconductors, broad market, volatility, a dollar proxy, and a managed-futures sleeve via KMLM). It computes a short-term momentum score for these ETFs (a statistic called RSI, which measures how strong a move has been recently). If the score is very high (above 79) for one of the assets, the system moves to the next decision layer that picks a group of assets to own. The path labeled “Single Popped KMLM” means it will try to capture one big move by concentrating on a single basket rather than spreading across many funds. The listed assets within the active group include TECL (tech bulls), SVIX (inverse volatility), SPXL (3x S&P 500), SOXL (3x semis), and other levered or inverse plays, sometimes with more speculative options like TQQQ and UVXY (volatility-related). The decision tree uses several alternating checks (for different assets) to decide which exact group to activate. The plan emphasizes a 100/100 weight (full exposure to the chosen group) and a small or zero rebalance corridor (rebalance only very slightly, if at all). In plain language: when momentum signals line up in a certain way, you flip all your money into one specific, highly leveraged basket that the system thinks will rise the most in the short term. If the signals don’t align, you stay in cash or in the default state. The overall intent is to harvest short-term trends with aggressive exposure, using KMLM as the core control hub to pick the best-moment group. Note: this is a high-risk, sophisticated strategy and not suitable for all investors. Historical return figures in the notes are not guaranteed and depend on the exact market periods tested.

Out-of-sample edge: annualized return ~82% vs S&P ~17.9%; Sharpe ~1.22 vs ~1.03; Calmar ~3.0. Slightly higher drawdown (~27.5% vs 18.8%), but disciplined, low-turnover, concentrated levered bets aim to catch large trends—beats S&P on upside.