A high-risk, short-term rotation that goes all-in on a single levered tech/semiconductor or volatility instrument based on short-term momentum signals, staying in cash otherwise.

The strategy watches a small set of ETFs (tech/semis, broad market, and volatility products). It calculates short-term momentum signals (RSI) on base tickers. When a signal exceeds a high threshold, it allocates 100% of capital into a single instrument from the candidate list (e.g., TECL, SOXL, UVXY, SVIX, VIXM, SPXL). If no signal fires, it stays in cash. There is no ongoing rebalancing; trades occur only on trigger events. It’s a high-leverage, high-variance rotation designed to capture quick moves in tech/semis or volatility, with substantial risk if markets move against the chosen instrument.

An all-in, short-term momentum rotation into leveraged tech/volatility assets. OOS tests show a clear edge vs the S&P: Sharpe ~1.59 vs ~1.00, alpha ~1.13, Calmar ~4.43, annualized return ~160% vs ~18% for SPY, beta ~0.8, higher drawdowns.