A daily-rebalanced, multi-sleeve tactical strategy: chase 3x bull bets (SPXL, TQQQ, SOXL) on momentum, hedge with UVXY when momentum is extreme, or sit in safety (BIL) otherwise, with a diversified bond/currency base to damp drawdowns.

- The system runs daily and splits capital among three stock-focused sleeves: SPY (SPXL), QQQ (TQQQ), and SMH (SOXL). - Each sleeve uses RSI (Relative Strength Index) on its 3x bull ETF to time entries: • If RSI over 10 days is above 80, the sleeve punts to UVXY (a volatility hedge) as a risk-off/volatility bet. • If RSI over 10 days is below 30, the sleeve goes long the 3x bull ETF (SPXL for SPY, TQQQ for QQQ, SOXL for SMH). • Otherwise (RSI between 30 and 80), the sleeve moves into BIL (short-term Treasury ETF) as a cash-like, lower-risk position. - There is a top-level check on a volatility-related ETF (VIXM RSI > 70) that can steer the allocation toward a more cautious path (the structure shows a broader “Pop Bots + Stocks and Bonds” branch for that case). - The base/anchor layer uses a broader mix of assets (long/short bond proxies like TMF, TYD, MIDU, CURE, IEF, TLT, UUP, etc.) and uses relative-strength checks to tilt between bonds and other positions. This layer acts as the defensive/diversified backbone when the pop sleeves aren’t firing. - Weights: the top-level group carrying the pop-bot logic is set to 40/100, meaning it’s a defined portion of the overall portfolio; the rest goes to the base/diversified components. - In plain terms: when momentum is strong, you chase the levered stock bets; when momentum is extreme, you hedge with UVXY; when momentum is neutral, you park in safer, short-term bonds. The system also includes a separate path that layers in bond/currency exposures to smooth risk. - Risks and caveats: levered ETFs magnify moves and can lead to large losses if markets swing; UVXY can be very volatile and may decay over time; RSI thresholds are simple triggers that can whipsaw in sideways markets; daily rebalancing incurs trading costs and possible slippage; the strategy uses a mix of many ETFs, some with relatively complex behavior and liquidity profiles.

Leverage momentum via SPXL/QQQ/SOXL with hedges UVXY and a bonds/currency ballast to ride trends while diversifying risk. OOS return ~20.9% vs SPY ~21.3%; Sharpe ~0.675 vs 1.33 - a complementary, not identical, S&P sleeve.