A rules-based, momentum-driven mix of 3x leveraged semis/tech bets, a volatility hedge, and a mega-cap core; uses short-term RSI signals and momentum screens to switch between semis bets (SOXL/SOXS), volatility hedge (VIXM), and a mega-cap/tech tilt, aiming for trend-following gains with hedging.

- The model starts with cash and looks for one or more bets to place depending on very short-term momentum signals. - If semiconductor momentum looks extremely strong (SOXX 10-day RSI > 73), it bets that momentum will reverse or pull back by taking the inverse semiconductor position (SOXS, a 3x bear ETF). - If semiconductors aren’t at that extreme but SOXL also looks weak (SOXL 10-day RSI < 57), it goes long the semiconductor market via SOXL (3x bull). - If neither semiconductor signal fires, it considers the broader market momentum via SPY signals. If SPY shows extreme overbought momentum (SPY 14-day RSI > 77), it adds a volatility hedge through VIXM. - If SPY is very oversold (SPY 14-day RSI < 30), it shifts toward a small number of levered bets on tech/small-cap/S&P (TECL, TNA, SPXL) based on their 45-day momentum, but keeps turnover light (about 10% exposure each). - If SPY momentum is not in the extreme oversold territory, the model instead constructs a core exposure from a large set of mega-cap stocks (MSFT, AAPL, GOOGL, AMZN, NVDA, TSLA, etc.), selecting the top 3 by RSI over 46 days and weighting them heavily (about 90%). This gives a high-conviction core from familiar large-cap names while staying aligned with momentum signals. - There is also a nested rule path tied to short-term behavior of SOXX that can reposition within semis based on rapid, short-horizon RSI checks. - The “rebalance corridor width” and cash-equal blocks indicate some threshold-based rebalancing to avoid excessive trading and to keep the overall portfolio fully invested when the rules fire. - In short, the system uses simple RSI thresholds and momentum screens to tilt between high-leverage bets on semiconductors and tech, a volatility hedge, and a mega-cap core, aiming to ride trends but with hedging layers to dampen risk.

Out-of-sample, this strategy seeks 66.6% annualized returns versus SPY's 21.4%, using a momentum-driven mix of semis/tech, mega-cap core, and a volatility hedge. Attractive upside with higher drawdowns (about 43% vs about 19%).