A rule-based multi-asset fund that blends leveraged growth bets with cash/bond protection, driven by short-term momentum (RSI) and volatility signals across a broad ETF mix, with a cautious, risk-managed allocation framework.

Think of this as a team of mini-portfolio ideas that vote on where to put money each week or so. Each idea looks at short-term momentum (is this asset rising?), how volatile it is (is the market calm or noisy?), and price trends. If the votes align toward risk-taking, the strategy puts more money into leveraged growth bets (UPRO, TQQQ, TECL, SOXL). If the votes tilt toward risk-off, it shifts toward cash-like or bond exposures (BIL, SHY, IEF, TMF). The final exposure is a blend (a weighted average) of all ideas, and the blend is allowed only small shifts by design (rebalance corridor), to avoid big swings. Key signals used: - Relative Strength Index (RSI): momentum gauge comparing recent gains to recent losses. The rules compare RSIs of SPY and SHY (risk-on vs risk-off proxies) to decide tilt direction and whether to chase growth bets or go safer. - Standard Deviation of returns (volatility): higher values push toward safety; lower values allow more aggressive bets. - Price/Moving-Average checks: some blocks require prices to be above moving averages or to show favorable price momentum. - A broad asset set: UPRO, TQQQ, TECL, SOXL (levered bets); SPY, QQQ (core market exposure); XLK, XLP, XLY (sector tilts); BIL, SHY, IEF, TMF, BND (cash and bonds) to provide safety cushions. - Weighting: each sub-idea gets a slice of the total capital; the sum across ideas equals the full fund; rebalancing is designed to be gradual rather than abrupt. In short: This is a diversified, signal-driven, multi-asset strategy that blends aggressive, leveraged growth bets with safer cash/bond positions, guided by momentum and volatility signals across a wide set of ETFs. It’s designed to participate in up markets while limiting drawdowns in down markets, using a systematic, rules-based approach rather than discretionary decisions.

Out-of-sample: 28.1% annualized vs 23.5% for the S&P. A diversified, rules-based mix of leveraged growth and safety bets seeks bigger upside on uptrends while keeping risk in check. Trade-off: higher drawdowns and slightly lower Sharpe.