A daily-rebalanced mix that first targets a BTC-focused bucket (crypto stocks and crypto ETFs) with a top-momentum pick receiving 30% of capital, gated by a BITO trend check. If BTC signals aren’t favorable, it falls back to RSI-based hedges and leveraged tech/sector plays to ride/hedge broad moves, using a broad set of crypto and traditional market proxies. High complexity, high risk, aims to ride Bitcoin rallies while using volatility and rotation signals for protection.

- Rebalance frequency: daily. It starts by looking back 90 days to form a BTC-focused bucket (HODL BTC) of Bitcoin-related assets (crypto miners, companies with Bitcoin exposure, and crypto ETFs). - BTC bucket construction: assets include COIN, RIOT, MARA, MSTR, BITQ, BITS, BITO, BTF, BITF, and others listed. Within this bucket, the strategy selects the single top asset by short-term momentum (moving-average return with a 3-day lookback) and allocates 30% of capital to that asset. - Trend confirmation gate for BTC: It checks BITO’s price signals using moving averages. If the exponential moving average price of BITO is above BITO’s longer moving-average price (a trend-confirmation signal), the BTC bucket is favored and the 30% allocation can be applied; otherwise, it proceeds to hedges and other bets in the “What More Do You Need?” bucket. - What More Do You Need? (hedges/opportunistic bets): A nested set of conditions uses RSI on broad proxies (QQQ, SPY) and price signals to trigger additional positions. Examples include UVXY (volatility ETF) when QQQ’s RSI exceeds 80 (overbought), or when SPY’s RSI exceeds 80; further branches may tilt toward leveraged tech exposure (TECL, TQQQ) when RSI indicates oversold conditions (e.g., RSI < 31) or other macro filters are met. - Diversification within hedges: The strategy also considers inverse or hedging exposures (SQQQ, TECS) and sector/commodity proxies (XLP, SCO, DBO, IEF, PSQ) to capture rotations and protect against downside or to ride volatility spikes. - Weighting framework: The outer design uses a 100-part baseline (weight den: 100) with a 30/100 allocation to the BTC bucket when its signals align, leaving the remainder available for hedges and other bets. - Objective: To participate in the Bitcoin rally via BTC-related assets while limiting drawdown via volatility hedges and rotation into complementary market signals when conditions indicate risk of deterioration. This is a multi-component, momentum-driven approach that blends crypto exposure with traditional market signals and leverage/ inverse instruments.

Daily-rebalanced BTC-forward strategy that aims to outperform the S&P 500 by riding Bitcoin rallies with adaptive hedging. Out-of-sample: ~116% annualized return vs ~21.8% for SPY, Sharpe ~1.21, Calmar ~1.42, with drawdowns controlled through rotations.