A two-layer, cycle-driven strategy: ride Bitcoin-cycle exposure in a crypto stock/miner basket, while using a momentum-based DeETF overlay (RSI-based hedges or levered equity bets) to manage market mood. Assets include MSTR, COIN, MARA, HUT, BITF, RIOT, BIL, plus selective VIXM/levered ETFs and a 3-stock big-cap basket.

Two-part system: 1) Bitcoin-cycle rotation: during each four-year Bitcoin phase, allocate to a crypto basket (MSTR, COIN, MARA, HUT, BITF, RIOT) and cash (BIL) with fixed weights per cycle; this module aims to capture Bitcoin-related upside. 2) Nasdaq-X DeETF overlay: when not in crypto mode, use SPY RSI(14) to tilt exposure. If RSI > 77, buy VIXM (volatility hedge). If RSI < 30, lean into 3x levered bets (TECL, TNA, SPXL) with small weights. Otherwise, pick the top 3 big-cap names from a list (MSFT, AAPL, GOOGL, NVDA, TSLA, etc.) ranked by a momentum rule over ~46 days and allocate 90% among those three. Rebalancing is limited by a corridor (0.1) and can be none, so allocations aren’t frequently drifted. The strategy is implemented as a set of groups with explicit asset lists and weights for different cycles (nov 2021–22, nov 2022–25, nov 2026–29, nov 2030–33) and “BTC Roths/Deez” variants that adjust weights, always with a crypto-basket core and a momentum overlay around it.

Out-of-sample, this strategy captures Bitcoin-cycle upside with a momentum overlay, delivering ~62% annualized return vs ~21% for the S&P and a Calmar ~1.55. It offers diversification but with higher drawdowns (~40%).