A two-part, momentum-based strategy that targets a BTC/FAANGT rally with an 80/20 split to a VIX hedge, selecting top assets by recent performance and using RSI and moving averages to time entries, exits, and hedges.

- The strategy splits capital between two parts: a rally basket (BTC/FAANGT) and a volatility hedge. - Rally basket (about 80%): it scans a broad list of tech and crypto-related stocks and crypto miners. It ranks them by recent performance (moving-average return) and picks the top one or two to own. - The assets in the rally basket include well-known tech names (AAPL, MSFT, AMZN, GOOGL, NFLX, META, TSLA) and crypto/Bitcoin-related stocks and funds (COIN, RIOT, MARA, MSTR, BITQ, BITO, etc.). - The hedge (about 20%): uses VIX-related vehicles (UVXY and SVIX). It checks volatility signals (via RSI on UVXY and price/MA rules) to decide whether to hold hedges in addition to the rally assets. - Signals used: moving-average price/return (short to medium windows) to rank assets; RSI (a momentum/overbought gauge) to time entries/exits for volatility hedges. - The model prefers leveraged exposure during uptrends (e.g., UPRO, TQQQ, TECL, etc., when the top assets show strong momentum) but can tilt toward hedges if volatility spikes or if momentum weakens. - Rebalancing is described as none for general operation, but there are defined windows and conditions that effectively tune exposure when evaluated. In short, it tries to ride a rally in BTC/FAANGT stocks while keeping a weather-eye on volatility and using UVXY/SVIX to guard against sharp market drops.

Out-of-sample edge: ~51% annualized return vs ~16% for the S&P, Sharpe ~0.93 vs ~0.89, and Calmar ~1.17—strong risk-adjusted upside with market beta ~0.94. Higher drawdown risk, but potential for bigger gains with volatility hedges.