A very aggressive, RSI- and momentum-driven strategy that leans into 3x leveraged ETFs (like TQQQ, TECL, SOXL) for big upside, while using volatility hedges (UVXY, SVXY, BTAL) as protection. It screens a broad universe with many layered RSI and moving-average signals, then rotates into a small number of assets (often top/bottom momentum picks) and weights them heavily. The approach is high-risk and highly tactical, designed to catch explosive moves but with multiple risk controls baked in through hedges and volatility-related signals.

- It rebalance daily and looks for moments when momentum signals line up across several assets. - It uses RSI, a momentum gauge, with different lookback periods (for example 10 days, 21 days, or longer) to decide if a ticker is showing strong or weak momentum. When a ticker’s RSI is high, the system treats that as overextended; when RSI is low, it treats it as possibly oversold and in position to bounce. - It focuses a lot on leveraged ETFs (like TQQQ for tech, TECL for semiconductors, SOXL for semiconductors, LABU for biotech, UPRO for broad market) to try to catch big upmoves. It also uses UVXY and SVXY as volatility hedges or trend reversals signals; UVXY tends to be used when fear/volatility spikes are suspected. - The program groups assets into sets and applies “bottom” or “top” filters (e.g., pick the bottom performers based on moving-average returns or other momentum metrics, then invest in the top among those) to decide which asset to own. - It mixes momentum with other price signals (moving averages, exponential moving averages, price crossovers) to decide whether to stay in a position or to switch away. - Weighting is aggressive: many branches end up with 100% in a single asset, while others allocate 65/100 across assets, or select the bottom one asset from a group. - It contains risk-off rules (e.g., when volatility or other momentum checks look bad, you tilt to hedges like BTAL or UVXY or reduce exposure). - The strategy also includes “ Gob’s Pop Bot” style blocks that attempt to select “pop” opportunities out of a pool (e.g., the 200-day, 126-day RSI interactions with price momentum and mean reversion). - Overall effect: a fast-moving, risk-on, momentum-driven system that leans heavily on leveraged equity exposure for big upside, with built-in hedges to try to limit drawdowns.

Out-of-sample, this strategy offers higher upside and risk-adjusted returns vs the S&P: Sharpe ~1.05 vs ~0.94, annualized return ~73.6% vs 16.4%, and Calmar ~1.28, driven by leveraged momentum with hedges. Note larger drawdowns in downturns.