A complex, multi-branch strategy that alternates between aggressive leveraged bets on U.S. tech/semis during favorable momentum and defensive hedges (volatility, inverse ETFs, and treasury assets) when risk signals rise. It uses a mix of RSI, moving averages, and momentum metrics to pick and weight a broad LETF basket, with frequent branch-specific emphasis on SPY signals, volatility, and treasury hedges.

- The strategy uses a decision tree with many branches. It evaluates SPY (S&P 500 ETF) using indicators like RSI (relative strength index) and moving averages over different time frames. - If SPY looks overbought (very strong/extended), the system sells the rally and buys volatility or hedges (e.g., VXX, SQQQ), sometimes pairing with a bear tilt in semiconductors or tech via inverse or bear LETFs. - If SPY looks extremely oversold, it shifts into a bullish, high-leverage tech/semiconductor tilt (TECL, TQQQ, SOXL, SPXL, UPRO) selected from a pool of top performers by a momentum/moving-average metric, often with 100% allocation to the chosen asset. - The strategy also uses treasury/bond signals (TLT, SHY, IEF, TMF, TMV) to determine safer-or-risky posture, and it may allocate to or across multiple bond-related assets when risk-off conditions are detected. - It forms baskets (groups) of assets and reweights or reallocates based on a combination of signals like moving-average returns, cumulative returns, standard deviation, and RSI thresholds. It also screens LETFs to avoid low-volume or illiquid choices. - There are recurring “Defense” segments that tilt toward defensive exposures (e.g., international ETFs like EEM/EFA, or safety-first Treasuries) when risk signals peak. - The overall risk management pattern is to alternate between aggressive, leveraged long exposures during favorable momentum regimes and protective hedges during uncertain or overbought regimes. - The strategy uses 100/100 weights within chosen sub-baskets, implying a full allocation to the selected instrument(s) at each decision point rather than splitting across many assets in that branch.

Out-of-sample annualized return ~103% vs ~34% for the S&P, with hedges and volatility/bond tilts to limit downside. Leveraged tech/momentum bets target bigger gains while risk controls guard against drawdowns.