An aggressive, multi-bot momentum framework using levered ETFs (e.g., TQQQ, SPXL, SOXL) plus hedges (USDU, PDBC, GLD/UGL, USDL proxies) guided by simple momentum/RSI-like checks and rolling return windows. It deploys hundreds of conditional rules across baskets (QQQ, SPY, SMH, etc.), often allocating fully to one hedged basket at a time, with a focus on riding trends while mitigating downside via diversified hedges. Expect rapid allocations to leverage bets in strong regimes, with hedged exposure when signals indicate risk; note the complexity and potential for drawdown in volatile markets.

- It runs many small bots in parallel. Each bot watches a few simple signals and, if those signals fire, it allocates all-in to a specific set of ETFs (100% weight) that best expresses the signal. Think of each bot as a tiny decision-maker choosing a single bet. - The bets are typically leveraged or inverse-index plays that aim to capture big moves in popular markets (tech, broad US stocks, semiconductors) or to hedge risk with dollars, gold, commodities, or treasury exposure. Examples of bets include: TQQQ (3x tech Nasdaq), SPXL (3x S&P 500), SOXL (semis), SPY (broad market proxy), GLD/UGL (gold), USDU (dollar), PDBC (commodities), TMF/TMV (levered long/short Treasuries), UVXY (volatility). - Signals come from simple, transparent inputs: • Momentum and trend checks using cumulative returns over windows like 21 days, 126 days, etc. • Relative strength-like tests using RSI concepts (momentum gauges) on SPY, SPXL, TQQQ, etc. • Thresholds (e.g., a 60-day RSI of SPY above 50; a 10-day RSI of SPXL above 80) to trigger hedging or outright positions. • Hedge groupings (e.g., US dollar, gold, treasury, commodities) to reduce drawdown when broad markets look risky. - A pattern called “Double Pop Bot” appears repeatedly: it waits for two independent momentum or RSI cues to fire before allocating, which helps avoid whipsaws. - The system uses gating groups like “AAA Medium Hedge” and “Bond Market Check” to decide when to push risk into hedges or into cash, and when to constrain shifts to keep risk in check. - There is no automatic rebalancing cadence; decisions are driven by the live rule-sets (the corridor width and “rebalance: none” indicate moves only when signals fire, not on a fixed schedule. - The overall aim is aggressive upside capture (levered bets on trending assets) with layered hedges to limit downside, under a risk-control framework that prefers to stay within a defined drawdown envelope. Important: given the number of nested conditions and levered instruments, real-world results will depend on market regime and execution; this is not guaranteed performance and involves substantial risk.

Out-of-sample edge: ~24.8% annualized return vs SPY ~21.1%, with hedged, momentum bets aiming bigger gains and controlled risk. Calmar ~1.01 signals balanced risk; expect drawdowns in volatile markets.