A multi-layer, rule-based momentum/volatility strategy across crypto proxies, leveraged tech ETFs, and Ark-inspired funds, using RSI, moving averages, standard deviation, and drawdown filters to select long/short bets. Two main engines drive exposure (Crypto/Momentum and Bollinger/ARK-based CONS), with bear/bull stock selectors and no automatic rebalancing.

What you’re looking at is a layered, rule-based system. It operates like a decision tree with many gates. Broad idea: (1) split capital into modules (Magic Internet Money and a Bollinger/BB-MIM module), (2) inside each module apply momentum and volatility rules (RSI thresholds, moving-average checks, standard deviation, max drawdown), (3) pick assets to go long or short from a universe that includes crypto proxies (BITI, BITO), volatility products (UVXY), leveraged tech and semiconductor bets (TQQQ, SOXL), and various ARK/TARK/SARK style ETFs, (4) assign weights to chosen assets and (5) avoid automatic rebalancing—exposures change only when the rule gates trigger. The two main engines steer the allocation in different directions: the Crypto/Tech-tilt engine (Magic Internet Money) emphasizes momentum signals and crypto-hedge proxies, while the V1a BB/MIM CONS engine layers Bollinger/RSI style checks with Ark-family themes to drive long/short tilts across a broader set of assets. You don’t need to know every ETF name to understand the gist: the system continuously asks: Is this asset showing enough momentum? Is risk under control? Should I lean long, lean short, or stay cash? If yes, allocate according to the weight rules and the current module, otherwise stay out or switch to a different subset of assets.

Out-of-sample, this strategy targets ~56% annualized return vs SPY ~22%, with alpha and Calmar ~1.24. Diversified momentum/volatility exposure offers strong upside, but comes with higher drawdown risk than the S&P.