Daily-rebalanced, rule-based picker of a single high-risk bet from leveraged/Inverse ETFs and a Tesla exposure, using RSI and price signals across multiple groups; if no signal qualifies, it stays in cash. High turnover, high risk, high potential reward.

- The system rebalances daily and selects one asset to own for the day, from a large menu of mostly leveraged or inverse ETFs and a few single-stock plays. - It runs a cascade of rules that depend on momentum indicators (mainly RSI) and price behavior. If an asset’s RSI hits certain low or high thresholds within a specific window, that asset becomes a candidate. - In addition to RSI, the rules look at price relative to moving averages and recent performance (e.g., 1- to 5-day returns, 20-day moving-average screens) to confirm a trend and avoid false signals. - A top-selection step sorts candidates by short-term performance signals and picks the top one to own. If none pass, the system shifts to cash (SHV) rather than taking a risky bet. - There are two big sub-strategies that feed the decision tree: the SOXL RSI Strategy (focused on the Direxion SOXL ETF and associated tech/semiconductor plays) and the Elon's Excellent Adventure (a broader, more volatile mix including UVXY for volatility, TECL for tech, and TSLL/TSLS for Tesla exposure). - The plan is risk-forward: you’ll likely hold one highly leveraged bet on most days, or cash if signals don’t meet the thresholds. The approach is not diversified; it deliberately concentrates capital into a single instrument when signals are favorable. - The framework also embeds regime awareness (e.g., rate-hike cycle logic) to tilt toward different bets depending on the macro environment. In plain terms: every trading day, the system asks a lot of momentum questions about several ETFs and a couple of stocks. If one answer looks especially strong, it buys that instrument with all-in exposure for the day. If nothing looks strong, it stays in cash. It’s a highly active, high-risk, high-trance strategy that aspires to ride short-term momentum in speculative instruments while keeping a cash fallback when signals aren’t convincing.

OOS strategy offers superior risk-adjusted returns vs the S&P 500: Sharpe ~1.71 vs 1.24, Calmar ~4.37, and ~105% annualized return vs ~21%, with a cash fallback and low market beta (~0.64).