A weekly-rebalanced, two-part ETF portfolio: ~51.46% in a volatility-weighted group of three leveraged ETFs (TQQQ, SOXL, UPRO) using a 42-day inverse-vol rule; ~48.54% spread across 30 ETFs at 1.618% each for broad, Fibonacci-inspired diversification across asset classes and sectors.

Here’s how it functions in plain language: - The portfolio is split into two parts. About half (51.46%) goes to a small group of three leveraged ETFs chosen using a volatility rule. - Within that group, you look at the last ~42 trading days to estimate how much each ETF tends to swing up and down. The one that swings less gets more weight (inverse-vol weighting). The three ETFs are TQQQ (triple exposure to the Nasdaq-100), SOXL (triple exposure to semiconductors), and UPRO (triple exposure to the S&P 500). - The remaining roughly 49% is spread across 30 other ETFs, each given a fixed weight of about 1.618% (roughly 1.6%). Those 30 cover a wide mix: broad US stock market, international stocks, bonds (government and corporate, across maturities), gold, silver, other commodities, real estate, and sector tilts (tech, financials, energy, utilities, etc.). - Every week, the allocations are refreshed based on the rules above, so the portfolio automatically rebalances to the target weights. The design aims to balance growth potential (via a broad equity/asset mix) with risk control (via diversification and a volatility-based tilt on the leveraged sleeve). - Important caveat: leveraged ETFs can magnify losses as well as gains, especially in volatile markets; this portion increases risk, so investors should understand that before investing.

Out-of-sample annualized return ~39% vs S&P ~21%; two-part ETF strategy blends a volatility-weighted leveraged sleeve with broad 30-ETF diversification, rebalanced weekly. Higher upside with disciplined risk—note larger drawdowns in downturns.