A multi-timeframe, momentum-driven portfolio using leveraged ETFs to ride big trends in SPY, QQQ, and SMH themes (and related ETFs), with cash hedges and volatility timing. Signals (RSI thresholds, trend windows from 200–600 days) flip between long and inverse/short bets (up to 3x) and cash, aiming to capture sustained moves while limiting risk in uncertain markets.

- The strategy is built from many layers of decision rules. Each layer looks at momentum and trend signals over different time scales and then assigns exposure to a few core assets or their leveraged equivalents. - Core themes include broad market (SPY), Nasdaq/tech (QQQ), and semiconductors (SMH/SOXX), plus volatility/risk proxies (UVXY) and cash-like safety (BIL). - Signals used include RSI (momentum) on specific tickers (e.g., QQQ, SPY, SMH) with thresholds such as RSI > 70 or RSI < 40 to steer into levered long or levered inverse positions (for example, QQQ → SQQQ when RSI on QQQ is above 70; QQQ → TQQQ when RSI on QQQ is below 40). - Other sections can tilt toward semiconductors (SOXX/SOXL or SOXS) or demand a broad market tilt via SPXL, SPXS-like exposure, or QQQ-based exposure depending on those signals. - A separate “Pop Bot” logic uses RSI on QQQ and SMH to time entries into 3x long/short QQQ or 3x long/short semiconductor positions, with a cash anchor in BIL when signals are ambiguous. - There are nested groups by long-run horizons (200–600 days) that layer in bullish/bearish allocations to SPY, QQQ, and other themes. The weight at the top (40/60) indicates a dominant allocation split among these themes, though actual allocations are driven by the inner decision rules. - No fixed rebalancing schedule: weights change only when the rules trigger a different allocation. This makes the strategy more event-driven than time-scheduled. - The use of leveraged ETFs implies higher risk and potential for rapid drawdowns in sideways/volatile markets; leverage magnifies both gains and losses. The plan also uses a volatility proxy (UVXY) and VIX-related signals to lag, hedge, or time entries. - In practice, you’d see allocations move between positions like SPXL (3x SPY), TQQQ (3x QQQ), SOXL (3x SOXX), SQQQ (inverse 3x QQQ), SOXS (inverse or long 3x SOXX depending on design), UVXY, and BIL as cash proxy, with occasional exposure near VIX-hedging or risk-on/off shifts. The result is a highly actively managed, momentum-driven, levered, cross-asset sleeve that attempts to capture major trends while attempting to stay flexible in choppier periods.

Momentum-driven, cross-asset strategy using leveraged ETFs (SPY/QQQ/SMH) with hedges and a cash proxy. Out-of-sample return ~24.2% vs SPY ~21.5%; Sharpe ~0.72. Captures big trends with dynamic risk controls to buffer drawdowns.