A beta system that tries to ride momentum and mean reversion in a single leveraged tech ETF at a time, with UVXY-based volatility protection. It uses short-term RSI and moving-average checks to pick the best candidate (from a set of tech LETFs), allocates 100% to that asset, and avoids frequent rebalancing through a small corridor. A volatility hedge (UVXY) can trigger protective paths to guard against crashes. Not financial advice; levered ETFs are highly volatile and require thorough testing.

- What it tries to do: pick a single leveraged tech ETF to own, using short-term momentum plus a mean-reversion check, with a volatility-based safety net. Then it allocates 100% to that chosen ETF and avoids frequent trading. It also includes a volatility-triggered safety path to guard against “black swan” events. - The asset universe: a set of tech-focused LETFs (for example TQQQ, SOXL, UPRO, SPXL) plus inverse or hedging versions (SQQQ, SOXS) and risk/volatility assets (UVXY) and a treasury hedge (TLT). The goal is to capture upside when momentum looks favorable, while having fallbacks if volatility spikes. - Signals and decisions (in plain terms): the rules look at short-term momentum indicators (RSI) and recent performance (over the last few days) to rank assets. They also check whether the current price is riding above its long-term average (a basic trend filter) and whether recent returns support a mean-reversion kind of improvement. The system then selects the strongest asset by these criteria and assigns it a full 100% weight. - The “Black Swan Catcher”: UVXY (volatility) is monitored. If UVXY becomes very strong (its momentum signal crosses a high threshold) and other related conditions are met, the strategy can pull back from aggressive longs or favor hedges, to avoid being crushed by a volatility spike. - Rebalancing and stability: there is a corridor width (0.24) that constrains how often the portfolio can shift out of its current position, and the top-level rebalance command is set to none, meaning changes aren’t made on a fixed schedule but only when the signals clearly justify them. - What you end up owning: a single LETF at a time (100% of capital) chosen by the momentum/mean-reversion logic, with built-in volatility protection. This is designed for longer-term use with minimal trading, but it relies on leveraged instruments, so risk is high and results depend on the thresholds chosen.

Out-of-sample shows ~70% annualized return vs SPY ~22%, Calmar ~1.30, and Sharpe ~1.15. A 100% long tech LETF with UVXY hedge and selective rebalancing targets big upside with lower turnover than the market.