A four-block, RSI-driven, VXX-centered rule-based strategy that tilts between 3x levered tech/broad-market ETFs and volatility hedges, while excluding certain ETFs to stay K-1 friendly. It substitutes UVXY/VIXM with VXX, aiming for upside capture with volatility protection.

What it does, in plain language: - It borrows heavily from VXX as its main volatility hedge instead of other volatility products. It replaces UVXY and VIXM exposure with VXX so the hedging signal is tied to front-end VIX futures. It intentionally removes UGL, SVXY, and ERX from consideration. - It then runs four big decision blocks. Each block checks several momentum signals on different market proxies (mostly short-term momentum and price trends of tech and broad-market ETFs) to decide what to buy and how much to buy. - The signals are mostly based on the short-term momentum indicator known as RSI (a simple gauge of whether price has been moving up or down a lot in a short window) with a 10-day lookback, compared against various tickers (examples include tech/equity proxies like QQQ, QQQE, XLK, SPY, XLP, and others). - When a block’s conditions are met, the system tends to assign a full allocation (often 100 out of 100 price weight) to a highly levered ETF like TECL (tech bulls), SOXL (semiconductor bulls), or SPXL (S&P 500 bulls), or to a bear/hedge mix like TECS (bear tech) alongside VXX-based hedges. - Some blocks use top/bottom screening with moving-average rules to pick the strongest candidate within that block, and then the rule assigns weights to that asset. Other blocks aim to diversify within a regime by mixing different levered plays and hedges. - The final configured “rebalance” is set to none with a tiny corridor (0.1), meaning the strategy is not rebalanced on a fixed cadence; instead, signals within blocks decide entries and exits as new signals appear. - The end result is a dynamic, regime-aware mix of leveraged equity bets (primarily tech and broad-market bulls) with a VXX-based volatility hedge, switching blocks as momentum and volatility signals change. The naming suggests a versioned approach (v4) and a design choice to be K-1 free by excluding certain funds. - The overall aim is to capture large upside moves in stable periods while protecting against sharp drawdowns during volatility spikes, using a carefully curated set of tickers and momentum screens rather than a simple, single-indicator rule.

Out-of-sample edge: ~38.8% annualized return vs SPY ~21%, aided by a VXX-based volatility hedge. Captures big upside in levered tech/broad-market bets, with volatility protection, but with higher drawdown (~46%).