A high-risk, momentum-driven strategy that toggles between levered tech bets and ballast hedges using RSI/momentum signals, with a ballast sleeve (bonds/gold) and occasional defensive hedges. It aims to ride uptrends in tech while protecting capital during pullbacks, allocating 100% to the selected corner each cycle.

In plain terms, the strategy asks: which big theme looks strongest right now? It looks at a few momentum gauges (RSI) and comparisons of different market proxies (like QQQ vs a short QQQ, versus bonds or gold) over several time windows. If the signals say “tech is strongest,” it buys 3x-leveraged tech bets (TECL, SOXL, TQQQ, or UPRO) to ride the uptrend. If signals warn of risk or a downturn, it shifts into ballast assets like long-duration Treasuries (TLT) and gold (GLD) to cushion losses. It also sneaks in defensive or hedge positions (UVXY for volatility, XLP as a defensive sector, VPU for utilities, GDX for gold miners) as conditions change. A separate module periodically weighs between utilities and gold-related assets to pick a backup exposure. The system uses a very simple final rule: allocate the full 100% to whichever corner the signals select, with no mixed rebalancing, and a tiny 0.01 corridor for the rebalance width. Tickers and groups shown represent actual ETFs: QQQ (Nasdaq-100), PSQ (short QQQ), TECL (3x Tech), SOXL (3x Semiconductors), TQQQ (3x QQQ), UPRO (3x S&P 500), UVXY (volatility futures), XLP (consumer staples), VPU (utilities), GLD (gold), GDX (gold miners), TLT (long bonds), IEF (mid-term bonds), TIP (TIPS), BIL (short cash), etc. In short: use momentum to pick a leveraged tech tilt or a defensive ballast, then ride that theme until signals flip, with risk off-ramps if things look dicey.

Out-of-sample edge: ~41.4% annualized vs SPY ~19.1%; Sharpe 1.41 vs 1.12; Calmar 2.39; drawdown ~17.3% vs ~18.8%. Leveraged tech momentum with ballast hedges delivers higher upside with controlled risk.