A rules-based, momentum-driven strategy that targets crypto- and leveraged-tech ETFs, picking one asset at a time based on RSI, moving averages, and drawdown checks, with cash balanced across branches and conservative rebalancing. High risk, high potential upside.

- The goal is to pick one asset to own at any time, aiming to ride big moves in crypto-related or high-momentum ETFs while keeping risk in check. - It starts by evaluating Bitcoin-related exposure (GBTC and a couple of double-leveraged crypto ETFs). If momentum/risk checks pass, the algorithm selects a crypto-focused ETF (CONL or BITX) as the single holding. - If Bitcoin exposure isn’t favorable, the system shifts to a broader crypto/tech/volatility set and evaluates a wide list of leveraged or hedged ETFs (TQQQ, TECL, UPRO, SQQQ, UVXY, SPXL, SPY, QQQ, etc.). It uses signals like short-window momentum (cumulative return, moving-average performance) and a momentum oscillator (RSI) to rank assets. - A risk filter (e.g., max drawdown over a window) helps decide which asset qualifies; then the top candidate is chosen (select-n 1). - Cash is spread evenly across active branches to maintain diversification and limit risk (wt-cash-equal). - Rebalancing is conservative (corridor width 0.1) and may not occur automatically unless conditions trigger changes. - The final exposure is typically a single asset, predominately crypto-related or leveraged tech/volatility ETFs, with occasional inclusion of defensive or hedging elements (like TMV/TLT considerations) to temper risk. - In short, the system seeks sharp upside in crypto- and high-momentum equity plays while applying momentum and risk checks to avoid large losses, using cash balancing to dampen volatility.

Out-of-sample return ~36% vs ~20% for the S&P; Sharpe ~0.86, Calmar ~0.77. A disciplined, single-asset momentum strategy focusing on crypto/levered tech seeks higher upside with risk controls, aiming for stronger risk-adjusted growth than the S&P.