A daily, rule-based, multi-asset strategy that moves between a Bitcoin ETF (BITO), biotech/tech momentum plays, and volatility hedges. It uses moving-average crossovers, RSI-like momentum signals, and equal-weight allocations across qualifying assets, often leveraging 3x ETFs. It aims for tactical exposure to tech/biotech with crypto and hedges, but carries high risk due to leverage and complex conditional logic.

- Every day the model decides how to split cash among a basket of assets. It starts by looking at BITO (a fund tied to Bitcoin) to see if its short-term trend is stronger than its longer-term trend. This is done by comparing a short window average price to a longer window average price. If BITO looks bullish, the system buys BITO. If BITO is not showing that bullish short-term trend, the model doesn’t give up: it moves to a broader theme bucket described as the 9/25 ribbon BIOTECH + TECH. - Inside that BIOTECH/TECH bucket, the strategy uses a mix of momentum and trend signals to decide which assets to own. It may favor ultra-levered tech exposures (like 3x ETFs that move with tech indices), biotech plays (LABU), and biotech/tech baskets that include several big tech names (AAPL, MSFT, AMZN, NVDA, TSLA, etc.). It also considers hedges when risk looks high, such as UVXY (a volatility fund) and SQQQ (an inverse Nasdaq ETF), sometimes while selecting just one top candidate (top by a momentum measure) to own. - Many tests rely on a momentum indicator similar to RSI (a measure of how strong recent price moves are) over various windows (10 days, 5 days, etc.) and on comparisons of current prices to recent averages. The logic often asks: Is this asset’s momentum or price action strong enough to justify owning it now? If yes, allocate to that asset; if not, move to the next candidate or stay in cash. - When several candidates pass the tests, the system can pick a single “best” candidate (using a top-N sort by RSI or momentum) or split cash equally across the qualifying assets, ensuring the total exposure is 100%. - The final asset mix tends to tilt toward equities (the core stock ETFs and single-name tech stocks), with spikes into BITO or hedges like UVXY/SQQQ when conditions suggest; the risk model uses leverage and hedges to balance upside with downside potential. - The implementation is “daily rebalance” which means the assets and their weights are updated every trading day, rather than left static for weeks or months. - In practice, you are looking at a high-variance, trend- and momentum-driven strategy that frequently rotates between crypto exposure, biotech/tech exposure, and volatility hedging, with an underlying bias toward large-cap tech names and paired hedges for risk control.

Out-of-sample upside is compelling: ~77.5% annualized return vs ~22.2% for the S&P, with Calmar ~1.36. Leveraging momentum across biotech/tech and crypto hedges to seek higher growth, while drawdowns can be larger (≈57%).