A rule-based, dual-path system: hedge risk with UVXY on momentum signals; otherwise dip-buy LABU and assemble a 3-stock DeETF from top large-cap names; 5% drift-based rebalancing; levered and inverse hedges mix in for risk control.

Key ideas in plain language: - RSI is a momentum gauge: it shows whether something is moving up too fast (overbought) or down too much (oversold). For example, an RSI near 80 suggests a very strong recent rise, while an RSI around 30 suggests a weak or rebound-from-lows market. - The system watches several broad market signals (indices and sector ETFs) to decide risk posture. If several signals hit high overbought levels, the model tends to buy UVXY as a hedge against a possible drop in stocks (UVXY tends to rise when volatility spikes). - If those risk signals aren’t triggering the hedge, the system looks for a dip-buy in LABU, a leveraged biotech bet, but only when LABU looks oversold vs. the Nasdaq (the LABU RSI check). - When LABU qualifies, the strategy also constructs a DeETF: a tiny, synthetic basket that takes the top 3 stocks from a pool of large-cap names (e.g., MSFT, AAPL, NVDA, AMZN, GOOGL, META, etc.) based on 20-day momentum (cumulative return). That DeETF gets a sizable weight (roughly 70% within its autonomous sleeve). - The overall portfolio is built with a “cash-equal” approach and managed with a 5% rebalancing corridor, meaning you won’t chase tiny drift; adjustments happen only if weights swing by more than 5%. The rebalance is effectively off except for that corridor rule. - In practice, you’ll see exposure to UVXY (volatility hedge) only when risk signals align, otherwise exposure shifts toward LABU and the DeETF basket, plus occasional hedges via SQQQ or bonds (BSV) to temper risk. - The plan covers a mix of leveraged products (UVXY, LABU, SQQQ) and a dynamic, 3-stock DeETF composed of big-name equities, emphasizing a growth tilt with risk controls rather than a steady, broad-market long-only strategy.

Powerful out-of-sample upside with measured risk: ~51% OOS annualized return vs 19.6% SPY; Sharpe ~1.19; Calmar ~1.46. Hedge with UVXY during spikes; dynamic DeETF plus 5% rebalance corridor for risk control.