A daily-rebalanced, cash-balanced strategy that tilts between Bitcoin exposure (GBTC), leveraged tech bets (TECL/TQQQ), and hedges (UVXY, SHV) using short-term momentum (RSI) and moving-average signals. It aims to capture Bitcoin upside while balancing risk with tech exposure and volatility hedges, switching assets according to a layered set of rules.

- Purpose: dynamically tilt a BTC-focused, cash-balanced portfolio using momentum and volatility signals. Rebalanced daily. - Core signals: 1) If short-term momentum on tech proxies looks weak (RSI on TQQQ under 31 with a 10-day window), tilt into TECL (tech bulls with 3x leverage) to capture a potential bounce in tech stocks. 2) If not, monitor volatility: when UVXY shows extreme momentum (RSI around 80+ with reference to QQQ or SPY), allocate to UVXY to hedge against sharp moves. 3) If volatility conditions don’t trigger, evaluate Bitcoin exposure: compare GBTC’s short-term trend (EMA vs MA over defined windows). If short-term EMA price > longer-term MA price, hold GBTC to ride Bitcoin’s trend. If not, shift toward SHV for safety. - Fallbacks: If none of the above rules fires, default to SHV as a safety net or cash-equivalent. The setup explicitly includes SHV in several branches. - Asset mix: GBTC (Bitcoin exposure), TECL/TQQQ (levered tech), QQQ/SPY/IEF as reference benchmarks, UVXY (volatility hedge), and SHV as safe-haven. The goal is to balance potential Bitcoin upside with tech exposure and downside protection. - Risk/behavior profile: Higher volatility than a simple crypto or stock strategy due to leverage and rapid shifts between risk-on (TECL, GBTC) and risk-off (UVXY, SHV). It’s best suited for a sophisticated investor who understands leverage, crypto vehicles, and hedging strategies. - Important caveats: This is a rule-based model with many conditions. Real-world performance depends on implementation details (exact weight application, transaction costs, slippage, rebalancing mechanics) and on how the indicators behave in live markets.

Out-of-sample return: 31.6% vs 19.8% S&P; Calmar 1.13 signals strong risk-adjusted gains, though ~28% drawdown vs ~19%. Daily-rebalanced mix of GBTC, leveraged tech, and hedges aims for higher upside with controlled risk.