Aggressive, rule-based bot system that constantly shifts into levered ETFs (SPXL, TQQQ, SOXL) and volatility plays (UVXY, SVXY, SQQQ) using RSI and macro signals, with bear/bull regime modules and bond-yield regime checks. Daily rebalancing, single-instrument emphasis, high risk with potential large drawdowns.

- The strategy rebalances daily using a large, nested decision tree of “bots” or modules. - At the innermost level, a condition compares momentum indicators (mostly relative-strength-index RSI) on specific tickers (for example TQQQ, SPY, UVXY, SVXY, SPXL, SOXL). If the RSI condition is met (e.g., RSI on a ticker is high or low by a threshold), the bot assigns a 100% weight to a related asset (like UVXY, TQQQ, SPXL, etc.). - Those inner decisions feed into higher-level groups (for example “UVXY QQQ Pops”, “SPXL Pop”, “QQQ Double Pop Bot”, “SMH Double Pop Bot”). Each group has its own theme (volatility play, broad market levered exposure, semiconductor focus, etc.) and its own trigger logic. The net effect is a single instrument being chosen each day from the many possible targets, based on the current signals. - The system uses levered ETFs (e.g., SPXL 3x S&P, TQQQ 3x QQQ, SOXL 3x semiconductors) and volatility-related ETFs (UVXY, SVXY, SQQQ) to magnify moves. It also looks at macro assets (SPY, BND, IEF, TL, TMF, BIL, GLD, UUP, USDU, PDBC) to infer regime shifts (bull vs bear, or inverted yield environments). - The architecture includes regime ideas like Bear vs Bull bots (e.g., “Bear (SQQQ-CURE-SVXY-UTSL)”) that attempt to go net-short tech or go into volatility hedges when signals flip. - The overall aim is to aggressively exploit short- to medium-term moves, not to diversify risk across many assets. Expect large drawdowns in adverse regimes; the design trades with a high appetite for risk and a focus on upside capture rather than risk containment.

An aggressive, rules-based strategy that seeks bigger upside with 3x levered ETFs and volatility plays, guided by momentum and macro signals. OOS: ~44% annualized return vs SPY ~21%; Sharpe ~1.36 vs 1.32; Calmar ~1.91. Drawdowns may be larger (~23%).