A high-risk, multi-block tactical strategy that rotates between broad-market equities, leveraged equity ETFs, and volatility hedges, guided by short-term momentum and RSI signals. It allocates via weighted blocks, emphasizes a “Popped Market” theme, and uses a cash-buffer component to manage risk. Expect rapid shifts and significant volatility, with leveraged ETFs driving much of the exposure.

- The system scans a broad universe of assets, including major broad-market ETFs (like SPY, QQQ, DIA) and a variety of leveraged and volatility-focused ETFs (such as UVXY, TQQQ, TECL, SOXL, SPXL, VIXM, VIXY, SVXY, QQQE, VOX). It also uses some bond and cash proxies (BIL, BND, IEF, TMF, etc.) as part of its risk and diversification toolbox. - It is built as a multi-block decision tree. Each block contains groups of assets with a specific allocation rule. If the rule is true, the strategy allocates to that group; if not, it falls through to an alternative block. - The rules rely on momentum and trend indicators rather than simple price targets. Key tests include: • RSI (relative strength index) calculations over a short window (e.g., 10 days) to gauge whether a leveraged ETF (like UVXY) is extremely overbought/overextended versus a reference portfolio (e.g., QQQE, VTV, VOX, SPY, etc.). A high RSI reading (e.g., above 79) often acts as a trigger to avoid or reduce exposure to the bullish tilt and/or to favor volatility hedges. • Exponential moving-average price checks and moving-average return checks (to gauge momentum over recent periods). • Exponential moving-average price comparisons against benchmark ETFs (e.g., QQQ, SPY) to decide whether a security is in a bullish regime. • Max drawdown checks over windows like 252 days to avoid assets with high previous drawdowns. • Cumulative and moving-average return signals (e.g., TQQQ, VIXY) to identify recent performance trends. - Allocations are implemented with a cash-like weighting schema (wt-cash-equal). The top level shows a broad 70/100 weight, and other sub-blocks show 85/100, 15/100, etc. This suggests the portfolio is split between cash-like buffers and long/tilt positions across the assets, with the blocks dictating whether to overweight or underweight certain groups during rebalancing. - The strategy is designed to rebalance within a narrow corridor (rebalance-corridor width 0.1) and operates under a fixed asset class scope (EQUITIES). The design implies a tactical overlay layered on top of a baseline equity exposure, not a strict, fixed-ownership approach. - In practice, the net effect is a rotating mix of growth-oriented, levered equity bets and volatility hedges, guided by momentum and volatility signals, with occasional tilt toward dividend-like or defensive proxies through certain blocks. - Because several components rely on leveraged ETFs and quick regime shifts, the approach can deliver amplified gains in favorable regimes but can also incur large drawdowns in adverse markets. It’s best suited for experienced traders who understand leverage, futures-based volatility products, and the risks of rapid regime changes.

Out-of-sample edge: momentum plus volatility hedges target stronger upside than the S&P. Avg annual return ~50.8% vs 33.7% for SPY, with Calmar ~2.47. But expect higher drawdowns (~20.6%).