A rule-based, two-path tactical strategy that switches between a levered tech tilt and a defensive, volatility-weighted basket using RSI momentum screens and hedges. It combines FNGU/TECL, SMH, a four-name inverse-vol basket (LLY, NVO, COST, GE), a hedge (PSQ), and bond exposure (AGG), with no fixed calendar rebalancing and a small drift threshold for changes. High risk, high potential upside in tech-heavy markets.

Plain-language description of decision flow: - Step 1: The system looks at tech momentum versus a gating ETF. If tech is stronger (XLK RSI10 > KMLM RSI10), you enter the tech-tilt path. If not, you enter a defensive path. - Tech-tilt path: Decide between a levered tech mix (FNGU and TECL) or a semiconductor tilt (SMH) based on a longer-horizon bond momentum check (RSI of AGG vs SH). If AGG’s momentum is higher, favor the levered tech bets (FNGU and TECL). If not, favor SMH for a more diversified tech exposure. - Defensive path: Build a low-volatility basket from four big names (LLY, NVO, COST, GE) with weights adjusted by an inverse-volatility rule. Then, based on the same AGG vs SH momentum check, either continue with the inverse-volatility basket or switch to PSQ (a hedge that bets against the Nasdaq/tech complex). - Weights and rebalancing: Weights are adjusted to keep things balanced within each branch (wt-cash-equal and inverse-vol weighting). There is no fixed calendar rebalancing; a very small drift threshold (0.1) triggers rebalancing if needed. The overall portfolio is described by the label “KMLM AGG SH JRT,” but the live holdings come from the assets named above (FNGU, TECL, SMH, LLY, NVO, COST, GE, AGG, SH, PSQ). - What you’re aiming for: in favorable market conditions, you get a tilt toward aggressive tech exposure with leverage; in risk-off conditions, you shift toward a diversified, lower-volatility basket with hedges and a bond tilt to damp drawdowns.

An adaptive, rule-based strategy that switches between leveraged tech bets and hedged, low-vol exposure to diversify vs the S&P. It targets lower market beta and risk-managed upside, though out-of-sample returns may lag in strong bull markets.