A high-risk, monthly-income strategy using RSI-driven bets on three levered ETFs (SPXL, TQQQ, SOXL) with a volatility hedge (UVXY) and a cash buffer (BIL), plus a separate sleeve of dividend funds (CII, AMZA) to generate monthly income. No regular rebalancing; small corridor nudges keep trading modest.

Here’s how it works in plain language. Think of three mini-machines watching different parts of the stock market: - SPY Pop Bot focuses on the broad market using a 3x levered fund (SPXL). If the short-term momentum on SPXL gets extremely strong (RSI above 80), the system moves money into UVXY to hedge against a sudden jump in volatility. If the momentum is weak (RSI below 30), it invests in SPXL to ride a rebound; otherwise it parks cash in a very short-term U.S. Treasuries fund (BIL). - QQQ Pop Bot does the same for tech-heavy exposure using TQQQ, with the same RSI-based decision rules and the UVXY/BIL hedging/cash logic. - SMH Pop Bot does this for semiconductors using SOXL, following the same RSI-based decisions and hedging/cash path. Each bot has a weight, so the portfolio isn’t all in one corner of the market. In addition, there is a Monthly Dividend Group that buys dividend-focused funds (CII and AMZA) to try to generate regular monthly income, separate from the levered equity bets. Rebalancing happens rarely (none by default) but there’s a small corridor to avoid excessive trading. In short: watch short-term momentum in three market slices, tilt toward or away from levered bets accordingly, hedge with UVXY when momentum is extreme, keep a cash buffer (BIL), and occasionally add dividend-focused funds for steady monthly income.

Out-of-sample annualized return ~40.6% vs S&P ~21.3%, with Calmar ~1.41 and Sharpe ~1.24. Adds volatility hedges and a monthly-dividend sleeve for income. Drawdowns are higher than the S&P, but upside supports stronger long-run compounding.