A multi-theme momentum strategy that allocates across leveraged bond, volatility, tech/semiconductor, and broad-market exposures, using RSI and moving-average signals to choose which ETFs to hold. It blends multiple signals with equal-weighted themes and has no fixed rebalancing cadence, aiming to ride trends while hedging risk.

- The system divides capital among multiple themes (modules) rather than putting all money in one place. - Each theme looks at simple, intuitive signals: Is the asset’s price going up lately? Is momentum strong enough? Is the short-term momentum higher than longer-term momentum? Is the asset oversold or overbought? - For each theme, the algorithm selects one or more ETFs to hold based on those signals. Examples of themes include leveraged bonds (TMF/TMV), volatility plays (UVXY/SVXY), tech/semiconductors (TECL/TQQQ/SOXL), and broad-market hedges (SPY/QQQ with related shorts). - Within each theme, a series of checks (mostly RSI and moving-average comparisons) decide whether to go long a given ETF, switch to a related hedge, or stay in cash. The logic often uses short windows (e.g., 10-day RSI) to gauge near-term momentum and longer windows (e.g., 50-135 days) to confirm trend direction. - After each signal, a top/bottom selection step (e.g., pick the best one or the bottom loser) determines which asset to own in that theme. Some parts of the tree explicitly select the top 1 asset; others map to a single asset if conditions are met. - The modules then aggregate into a single portfolio with a fixed cash weighting (often 100%) per module, effectively combining many small bets. There is no hard, automatic rebalancing cadence; exposure can drift within the defined corridor. - The design includes hedging: volatility exposure (UVXY, SVXY) and, in some branches, short SPY overlays are used to reduce risk when momentum signals weaken or market risk rises. - Overall risk: the strategy uses levered ETFs (e.g., TMF, SOXL, TQQQ, TECL) which magnify both gains and losses, and relies on multiple signals to avoid whipsaws. It is best understood as a diversified, rule-based, momentum-driven overlay rather than a static, buy-and-hold approach.

Diversified, rule-based momentum across bonds, volatility, tech, and broad markets with hedging. Out-of-sample results show weaker risk-adjusted returns and larger drawdowns vs the S&P 500, but it adds diversification and downside protection when paired with SPY.