A layered, rule-based strategy that rotates among leveraged/volatility ETFs and mega-cap plays using RSI momentum signals. It screens many small ideas, ranks them by recent performance, selects a few, and allocates cash equally. Excludes NVDA, uses backtests up to Dec 22, and includes No-K-1 variants.

- The system tests many small strategies (the “Adventures”) across a broad set of assets, especially leveraged ETFs that aim to amplify moves in tech stocks, volatility, or bonds. - Each mini-strategy uses simple momentum signals to decide entries. A common trigger is a momentum indicator (RSI) over a recent window: if RSI on a broad proxy (like QQQ or SPY) is very high (e.g., above 80), it moves into volatility hedges (UVXY). If the momentum isn’t extreme, it may tilt toward leveraged tech plays (for example TECL or TQQQ) or mega-cap stock trackers (AAPL, AMZN, GOOGL, TSLA) depending on other conditional tests. - Some decisions compare momentum of one instrument against a threshold (e.g., RSI > 80) or against another metric (e.g., RSI of a tech ETF like TECL relative to a threshold 31). These nested rules produce a portfolio of potential trades. - Outside of the entry rules, the strategy uses a rotation/selection mechanism: it ranks each candidate group by performance metrics (either cumulative return or volatility of returns) over a lookback window (commonly 14 days, but some parts use 21 days or 28 days). - It then selects a small number of bets from the pool: either the top N or bottom N (e.g., 1 or 3), depending on the variant. - Finally, it builds the actual portfolio by weighting the chosen assets equally (cash-equal weighting) rather than weighting toward favorites by size. The result is a compact, momentum-/risk-driven set of positions that gets rebalanced periodically. - The setup includes multiple “Adventure” flavors (e.g., Jeff, Tim, Elon, etc.) that are stylistic groupings of the same idea but with slightly different nesting and target assets, to explore how different rule mixes perform. - The analysis shown is a backtest that excludes NVDA, runs through a fixed historical window (ending December 22 of the test period), and uses no K-1 tax considerations in the simulated design. It also excludes some less-known ETFs (like KMLM) in these particular narratives. - The strategy is not a simple buy-and-hold; it relies on leverage and volatility instruments, which can be big movers but also carry higher risk. It’s intended for a sophisticated investor who understands the behavior of leveraged/volatility ETFs and is comfortable with drawdowns and complex rule sets.

Out-of-sample edge: ~67% annualized return vs ~21% for the S&P, with solid risk-adjusted metrics (Calmar ~1.07; Sharpe ~1.04). Note the higher drawdown (~63% vs ~19%), reflecting leveraging/volatility bets and momentum rotations.