Leverage-focused, signal-driven strategy using canaries and RSI to time levered bets (SOXL) and volatility hedges, plus a Safe Haven sleeve selected by 30-day momentum; replaces UPRO/TQQQ with SOXL, aims for higher upside with controlled risk via hedges.

- It watches a broad market proxy (roughly SPY) for momentum. If momentum is very strong (RSI above a high threshold), it may lean into hedges or cautious leverages; if momentum is weak or turning down (RSI low), it can tilt toward risk-on levered bets like SOXL. - A primary canary (Main Canary On) uses a short-term RSI (e.g., 10 days) to decide whether to place bets on UVXY (volatility) or SOXL. Very high RSI can trigger volatility hedges; very low RSI can trigger levered equity exposure to catch uptrends. - A separate risk-on/off structure compares the longer-term trend between global equities and bonds (60-day cumulative returns on WOOD vs BND). If equity momentum dominates, the strategy favors equities; if bonds look stronger, it shifts toward safer assets. - When in a risk-off mode or during volatile periods, a Safe Haven Momentum sleeve is built from assets like UUP (dollar), TMF (long Treasuries 3x), DBC (commodities), UGL (gold), IEO (oil & gas), XLU (utilities), and VIXM (volatility futures). The top four performers over the last 30 days are chosen and weighted to contribute about 40% of the portfolio, providing diversification and potential protection. - The overall approach intentionally uses SOXL in place of other levered bets (like UPRO/TQQQ) to focus on semiconductors as a growth driver while applying the canary and volatility hedges to curb drawdowns. - There is no fixed rebalancing date; allocations shift when signals flip, making it a dynamic, signal-driven system rather than a static ruleset.

Out-of-sample, this strategy targets ~46% annualized return vs SPY’s ~22%, powered by canary-driven SOXL leverage, RSI timing, and diversified Safe Haven hedges. Higher upside with risk controls; drawdowns can still be large in stress markets.