A daily-rebalanced, fixed-allocation portfolio combining broad market and tech exposure with a few defensive and hedging elements, plus a small levered tech/inverse hedge tilt. Aims for broad upside with risk controls but relies on leverage in a tiny slice and daily rebalancing.

- The plan fixes target weights for a set of assets and rebalances every trading day to those targets. - Core exposures: 25% in VOO (broad US market) and 25% in VGT (tech sector). - Quality/defensive anchors: 15% COST (Costco) and 15% UNH (UnitedHealth) add stability and steady growth potential. - Risk-off/neutral sleeve: 7.5% in BIL (short-term Treasuries) and 7.5% in BTAL (market-neutral anti-beta, a hedge-like exposure). - Tail sleeve: 5% cash-like allocation split 80/20 between TECL (levered tech exposure) and PSQ (inverse tech exposure). That gives about 4% to TECL and 1% to PSQ on the whole. - The combined effect is a diversified, tech-tilted, but risk-managed exposure intended to participate in upside while curbing downside through BTAL and BIL, with a small levered tech tilt that can amplify gains (and losses) in the tail slice. - The daily rebalance means the actual dollar value shifts with price moves but the target allocation is restored each day, which can increase turnover and costs. - The presence of TECL and PSQ in the same small slice introduces volatility: TECL is 3x levered for tech gains/losses, PSQ moves inversely to QQQ, so the pair can behave unpredictably during tech-driven rallies or pullbacks. The overall strategy is designed to reflect a “dumb money” crowd-following flavor—leaning into popular holdings with a few hedges—while maintaining a disciplined, fixed allocation framework.

Out-of-sample risk-managed mix seeks tech upside with hedges. It delivers ~17.9% annualized return vs SPY ~21.8%, but with lower drawdown (15.5% vs 18.8%) and beta ~0.82—offering stronger risk-adjusted upside than the S&P 500.