A complex, rule-based multi-asset system that rotates among levered stock/futures-like ETFs (e.g., TQQQ, SOXL, SPXL) and their bearish/hedged counterparts (SQQQ, SOXS, UVXY), guided by RSI momentum and long-term trend signals. It chunks the portfolio into many thematic blocks (QQQ, SMH, SPY, bonds, volatility) and blends signals across multiple timeframes to decide what to own, when to hedge, and how to allocate—even parking in cash when signals are weak.

- The plan is built from many mini-strategies (blocks), each deciding which ETF to hold based on momentum rules. For example, within the QQQ-based module, the system looks at the 30-day RSI of QQQ (a tech-heavy Nasdaq fund). If RSI is high (overbought, above 70), the strategy tilts toward a bearish triple-levered ETF (SQQQ). If RSI is low (oversold, below 40), it tilts toward a bullish triple-levered ETF (TQQQ). If neither condition is met, it may move to a cash-like position (BIL). Similar logic runs for other themes like SMH (semiconductors) and SPY (the broad market), often using other levered ETFs (SOXL, SOXS, UVXY) as the direct vehicles. - Each major module (Popped Waves, QQQ Pop Bot, SMH Pop Bot, etc.) has its own ladder of timeframes, signals, and assets. Some blocks look at multi-year trend signals (600-day, 500-day windows) to determine the longer-term regime (bullish vs bearish) and then choose “Bull” or “Bear” sub-calls. - The system also uses filters (top-2 or top-1 by cumulative return or price movement) to pick the strongest candidates within a theme, and it sometimes blends several sub-blocks in a stitched allocation. - Cash and near-cash proxies (like BIL) provide a safe landing pad when momentum signals are weak or conflicting. - The exposure is highly diversified across: tech/nasdaq (QQQ, TQQQ, SQQQ), semis (SMH, SOXL, SOXS), S&P 500 (SPY, SPXL, UVXY for volatility hedges), bonds (TLT, IEF, BIL, TMF/TMV), and volatility proxies (UVXY). This mix creates both upside potential via leverage and drawdown protection via hedges, but also introduces substantial risk due to high leverage and many moving parts. - In short: it’s a rule-based, multi-theme, multi-timeframe strategy that tilts between long and short levered bets across equities, adds volatility and bond hedges, and uses cash as a safety valve, all orchestrated by RSI and moving-average/cumulative-return checks at different lookbacks.

Out-of-sample annualized return ~31.5% vs S&P ~21.8%, with solid risk metrics (oos Sharpe ~0.92, Calmar ~0.95). A diversified, RSI-driven, multi-asset strategy uses leverage and hedges to pursue bigger upside while controlling drawdowns.