A dense, signal-driven, multi-asset strategy using leveraged bets on tech/semis plus volatility hedges, with bond/dollar overlays. It rotates between Long, Short, and hedged exposures based on short-term RSI/moving-average signals across SPY/QQQ/IEF, with cash equalization across blocks. High risk, high potential.

A cash-based, rule-driven framework splits capital into many blocks. Each block contains a Long side (e.g., SOXL, TQQQ, TECL—a 3x levered bet on tech/semis) and a Short side (e.g., SOXS, SQQQ, TECS—a 3x inverse exposure). A Volatility block (UVXY, SQQQ, SOXS) acts as hedging or tilt toward higher volatility. Signals from short windows (RSI on SPY/QQQ/IEF etc., moving-average checks) decide whether a block goes Long or Short. The system also uses bonds, dollars, and commodities (BIL, SHY, IEF, TLT/TMF, USDU, UUP, PDBC) to hedge or balance risk. Weights are allocated evenly across main groups with occasional concentration shifts, and the strategy intentionally emphasizes leveraged bets for amplified moves. Rebalancing is not automatic; decisions are signal-driven. In plain terms: the model watches several stock-market barometers, and when conditions look favorable it leans into aggressive tech bets; when risk rises, it hunkers into hedges and safer assets to protect capital. Note: levered ETFs can magnify losses as well as gains, so this is a high-risk approach.

Out-of-sample annualized return ~46% vs S&P ~21%, with Calmar ~1.50. A multi-asset, hedged, levered tech strategy aims for big upside while volatility and bond overlays cushion drawdowns—designed for risk-tolerant investors.