A multi-theme, momentum- and hedge-driven portfolio (Golden Ark Baller) that splits capital across volatility, tech/semis, gold, dollar, energy, crypto proxies, and crypto/stock themes. Signals from RSI, moving averages, and recent returns steer long/short bets within each basket, with no automatic rebalancing and a total 100% allocation across major groups.

- The strategy is built from several major baskets (groups) that sit under a top-level plan called Golden Ark Ballers. Each basket contains rules that decide whether to go Long (own the asset) or Short (bet against the asset) and how much weight to give it. - Signals come from simple, intuitive measurements: momentum (RSI, a 5– or 8–day lookback), price compared to moving averages, and recent performance (1– or 2–day changes, sometimes 10– or 21–day lookbacks). Some rules compare a security’s RSI to a threshold like 75 (overbought) or 25 (oversold) to decide when to add or reduce exposure. Others use moving averages (price vs average price over a window) to gauge trend strength. Some checks use a “cumulative return” over a short window to see if something has recently gained or lost value. A few rules also rate risk via standard deviation (volatility) or drawdown measurements to avoid crowded or highly risky corners of the market. - The assets span multiple theme baskets: Volatility (UVXY, SOXS, SOXL, TECS, TECL, SARK), Gold and silver (GLD, IAU, SGOL, UGL, AGQ, SLV, SIVR), Dollar strength and cash-like assets (USDU, UUP, BIL, SHY), Energy (XLE and related), Tech/Semiconductors (SOXL/TECL vs SOXS/TECS), Bitcoin-related plays (BITO, BITI, MSTR, COIN, BITI, BITO), and broad market exposures (SPY, QQQ, XL, PDBC, PDBC for commodities). - Within each basket, the model often splits into Long and Short sides, selecting the strongest or weakest theme/assets based on its rules and then allocating weight accordingly. The final weights across the major baskets add to 100 (a full allocation). Some sub-areas have their own internal two-sided allocations (Long vs Short) with specific target weights (e.g., 40/60 or 66/34). - Rebalancing is set to none, so there isn’t a fixed calendar-based reset. Instead, the rules themselves drive whether to tilt toward one asset or another in response to current signals. The 0.1 “corridor width” implies a small tolerance band that could be used to trigger rebalancing if it were enabled, but in this configuration the system does not auto-rebalance. - The model blends several known asset classes with leveraged/inverse ETFs and some less common funds to create a diversified, risk-managed exposure that attempts to ride trends while offering hedges for drawdowns. The result is a large, complex decision tree that translates momentum, trend, and risk signals into a dynamic, theme-balanced portfolio.

Out-of-sample annualized return ~37.45% vs S&P ~21% with a Calmar ~1.30 and Sharpe ~1.03. A diversified, momentum- and hedge-driven strategy across volatility, gold/dollar, energy, tech and crypto targets higher upside with disciplined risk.