A daily-rebalanced, multi-layered strategy using leveraged ETFs to play tech/sectors while hedging volatility with SVXY/UVXY and VIXM; rotates between long/short bets based on momentum, risk, and rolling rules, with cash-management and drawdown checks.

- Every day, the system looks for a small, targeted set of positions to own. It splits attention between long bets (bets the market or a sector will go up) and short bets (bets it will go down). - Long bets focus on tech and related areas with high leverage (for example TECL for tech, TQQQ/QLD for tech exposure, LABU for biotech, URTY for broader small/mid cap tilt). Short bets use inverse or bear ETFs (SQQQ for QQQ, SDS for S&P 500, SOXS for semis, SRTY for Russell 2000, LABD for biotech). - The selection process uses several screens: how the asset performed recently (cumulative-return, moving-average-return), how risky it is (standard deviation), and momentum signals (RSI over different windows). The system can pick a mix like “top 2 by momentum” or “bottom riskiest 4” and weight them to allocate capital. - There are hedges and volatility plays: UVXY (volatility) and SVXY (shortvol) appear in rotation, and VIXM (VIX futures) is used to gauge hedging opportunities. When volatility spikes, the model tends to add hedges; when volatility cools, it can tilt back toward growth bets. - Cash management and safety checks: there are rules that favor leaving some cash aside and using safety-town hedges to reduce risk when market conditions worsen or when risk signals exceed defined thresholds. - Rebalance happens daily, so the basket can change a lot from day to day depending on the screens and signals. - The strategy uses SPY as a touchstone (a reference index) for some risk checks and for tests like max-drawdown, ensuring the portfolio’s risk is kept in check relative to a broad market proxy. - The bottom line: it’s a dynamic, algorithmic blend of leveraged bets and hedges designed to ride favorable momentum while staying guarded in tougher markets; it demands discipline and tolerance for complexity and risk.

Out-of-sample edge: ~83% annualized return vs SPY ~25%, Sharpe ~1.75 vs ~1.50, and beta ~0.25— offering diversification and hedges. Drawdowns can be larger in volatility regimes, but risk-adjusted return stays superior.