A multi-path, rule-based ETF strategy that splits capital across many Nasdaq/tech-focused bets (often leveraged), while using volatility and bond hedges to limit risk. Signals come from price vs moving averages, momentum (RSI), and recent returns; it rotates through 12+ groups to adapt to market regimes.

- The strategy runs many signal paths in parallel (like 12 or more groups). Each path defines a set of conditions using simple inputs: price today vs a moving average, momentum measures like RSI, and performance over a recent window. - When a path’s conditions are met, it allocates money to one or more ETFs that fit that path, splitting the allocated capital evenly among those picks. - Some paths focus on Nasdaq/QQQ-related bets using leveraged ETFs (e.g., TQQQ for up moves, SQQQ for down moves) to capture large momentum. Others hedge with volatility or bond-related ETFs (e.g., UVXY, VIXY for volatility; BIL, SHY for short-term bonds). - The system also uses filters to pick the “best” candidates within a group (for example, the asset with the strongest recent momentum or the weakest momentum depending on the rule). - There are risk screens (like max drawdown or distance from a price threshold) that block signals if a signal would imply too much risk. - The architecture is split into many branches (NumberOne, NumberTwo, …), each representing different market conditions or thematic bets. When conditions align, capital is added; when not, positions are light or avoided. - The net effect is a dynamic, rule-driven portfolio that tries to ride favorable market regimes with leverage while hedging against downturns with volatility and inverse exposures.

Out-of-sample edge: ~26% annualized return vs ~16% S&P, with dynamic Nasdaq‑focused leverage and hedges. Higher upside in favorable regimes, plus built-in risk controls; note larger drawdowns in downturns.