A dense, rule-based, multi-asset momentum strategy that rotates among leveraged growth bets (tech/semiconductors/ARK-style names) and volatility/hedge instruments, guided by RSI and momentum signals across many lookbacks. It uses cross-asset strength comparisons, bond/cash proxies, and regime tilts to decide which asset to own and when, often allocating to the strongest candidates within each block and frequently employing leveraged exposures. Extremely aggressive and complex, it aims to ride momentum in a broad set of assets while hedging with volatility and bonds.

- The strategy organizes capital into several blocks or modules, each containing a set of candidate assets (e.g., leveraged tech/broad-market ETFs, semiconductor/biotech bets, volatility bets, and cash proxies). - Each module runs a series of if-then checks using momentum signals (primarily RSI and moving-average/return calculations) over a variety of lookback windows (from 1 day to 252 days). - Assets are often evaluated against each other (relative strength) and sometimes against a cash proxy (e.g., BIL) or bond proxies (IEF, IBI, BND, TL T). The aim is to select “the best” asset in a given context to allocate capital to. - Weights are typically expressed in unit terms (e.g., 100/100 within a chosen branch), meaning the module would fully allocate to the selected asset(s) within that branch when its conditions are met. - Some blocks explicitly call out “Bullish Market Conditions,” “Normal market,” or bond/stock comparisons to guide regime-appropriate allocations. - The strategy includes a heavy emphasis on leveraged exposure (e.g., UVXY/UVIX-type bets on volatility, TQQQ, TECL, SOXL, LABU, SOXX) and on sector/ARK-family funds (ARKK/ARKW/ARKG/ARKQ, SARK, TARK) for growth tilt, with other blocks providing hedges and diversification. - The overall decision flow is a layered tree: outer blocks gate major regime decisions; inner blocks perform asset-level screening, ranking, and selection; and the innermost blocks select the actual asset to hold and assign its weight. - Rebalancing/selection happens when the conditions are true; otherwise, capital may flow to cash proxies or alternative blocks. - In short, it is a computer-driven, multi-factor, momentum- and regime-driven rotation among a broad set of highly leveraged ETFs, with built-in cross-asset checks and cash-like hedges.

Offers ~60% annualized out-of-sample returns vs ~23% for the S&P, driven by cross-asset momentum in leveraged growth and hedges. Higher upside, but larger drawdowns; disciplined regime-rotation aims to protect capital and capture strong trends.