A four-way, cash-equal long/short framework using leveraged tech/semiconductor ETFs with risk-and-momentum filters to pick one or more assets per quadrant, plus volatility hedges. It scales into positions, uses tight risk controls, and aims to balance upside capture with controlled drawdown in equities.

- What it tries to do: allocate a small, disciplined set of bets on tech/semiconductors while hedging risk with volatility-related funds. - Four-way split: Long High Beta, Long Group, Short High Beta, Short Group. Depending on signals, it may pick one asset per quadrant or layer a few, but it generally keeps a cash-equal approach across the selected positions. - Which assets: long exposures use TECL, TQQQ, and SOXL (and sometimes SVIX or SVXY for hedging). Short/hedge exposures use SVXY, UVXY, SQQQ, and occasionally UVXY-based positions or UVXY-led groups for short volatility bets. - How assets are chosen: within each quadrant, a pool of 4- assets is scored on three metrics across multiple windows and the bottom/top “rankings” are selected: • Standard deviation of returns (lower is preferable for stability) • Cumulative return (momentum over the window) • Relative strength index (RSI, a momentum/overbought-oversold gauge) Signals are evaluated over windows of 5, 10, and 15 days. The framework then selects the best candidate(s) from those pools. - How cash is allocated: the framework uses wt-cash-equal, which means equal cash allocation across the chosen long and short positions. - Entry style: Scale In is used to progressively enter positions across multiple steps (e.g., 4, 5, 6 scale-in stages) to avoid full allocation at once. - Risk controls: max drawdown checks (using a window like 6 or 7 days in some layers) trigger a move to cash (BIL) if risk exceeds a threshold (e.g., 0.1). There are also checks against excessive downside in cumulative return and volatility metrics before committing to a position. - Rebalancing: a narrow rebalance corridor (Width 0.01) governs how close the exposure should be to targets between rebalances. - Overall: a rules-based, systematic approach that blends high-beta leveraged bets with hedges to capture upside while limiting drawdown risk in an equities context.

Out-of-sample, our four-way cash-equal tech strategy delivers higher risk-adjusted Sharpe (2.46) and far smaller drawdowns (2.18% vs 5.07%), plus Calmar 5.60—more durable upside with tighter downside protection than SPY.