A daily, multi-block, rules-based portfolio that blends volatility hedges (UVXY, VIX ETFs), leveraged tech bets (SOXL/TECL/TQQQ/SPXL), dividends (SCHD/DGRO), and bonds/defensives to chase momentum while protecting against risk, using RSI, moving-average and return screens to pick and weight assets.

- The portfolio is rebuilt daily by selecting assets through four main blocks that feed a unified, cash-equal allocation. - Signals are a mix of momentum and trend metrics (RSI, moving-average returns, cumulative returns) applied to a wide set of tickers. - Tickeryotype fall into buckets: volatility hedges (UVXY, VIXY, VIXM), leveraged tech/semiconductor bets (SOXL, SOXS, TECL, TQQQ, SPXL, SQQQ), dividend/quality equities (SCHD, DGRO), defensive/bond assets (BND, AGG, SHY, LQD, TLT, TMF, EDV, TBILL proxies), commodities (DBCs, UCO), and currency/other hedges (UUP, GLD, BTAL). - Each block can select one or more assets using “top” or “bottom” sorts, with weights adjusted to ensure equal cash distribution across active blocks. - The system uses nested if-else rules where one condition must be met for a given asset to be included; typical conditions compare RSI values (often with thresholds around 70–80 for overbought/oversold signals) and moving-average performance. - Trend/return screens (e.g., moving-average-return over 5/10/21/126/126 days, exponential moving-average price, cumulative return over short windows) determine whether a block is activated and which asset(s) within that block are selected. - The aim is to ride momentum in high-growth/volatility periods (tech and volatility plays) while switching to defensive assets (dividends, anti-beta funds, and bonds) when signals indicate risk-off regimes. - Rebalancing happens daily, with the intent to stay close to target risk/return characteristics but with substantial turnover given the number of leveraged ETFs and signals. - The description notes a historical theme of “BB V3.0.4.2a merged with v4 Pops” and references to “Pops,” suggesting the strategy borrows from two signal sources and merges them into a single framework for daily execution.

Out-of-sample return ~22% vs ~15% for the S&P, with solid risk-adjusted metrics (Calmar ~0.62, Sharpe ~0.62). A diversified mix of momentum, volatility hedges, dividends and bonds targets more upside while managing risk.