A daily-rebalanced, rules-based strategy focused on semiconductors. It uses a fractal RSI approach across high/mid/low volatility buckets to signal overbought/oversold conditions, then adds momentum screens (moving-average returns) to adjust exposure. The plan allocates across semis, hedges, and diversification assets (e.g., SOXX, SSG, USD hedges, gold, volatility), with an emphasis on leveraging semiconductor momentum while managing risk through hedges and a three-tier allocation framework.

- The core idea is to trade semiconductor exposure using RSI signals that indicate overbought or oversold conditions. RSI readings come from semiconductors as a group, with thresholds that trigger long or short signals on semis-related assets. - Signals are filtered through three volatility buckets (high, mid, low). Each bucket has its own set of rules for when to overweight or hedge semiconductors, and when to diversify into other asset groups for risk management. - On top of the RSI logic, the strategy adds momentum (momo) rules that compare moving-average returns of specific semiconductors or semiconductor proxies (like ASML, MU, TXN, NVDA, ASML, SOXX) against a benchmark (often the SOXX or related reference). If momentum favors semiconductors, weights tilt toward semis; if momentum weakens, weights tilt away or toward hedges. - Allocation is implemented through several nested groups (Group nodes) that specify exact asset mixes. Some examples include: ultra-short semiconductor proxies (SSG), long semis (SOXX), dollar-hedged or hedged risk-off assets (UUP, EFU, EEV, SKF), gold (GLD), volatility (VIXM), and a diversified equity/sector mix (QQQ, XLV, XLP, XLU, XLE, XLI). - Rebalancing occurs daily to reflect the latest signals, though the fractal RSI framework implies different thresholds and lookback periods across buckets to adapt to changing market regimes. - The strategy explicitly names a broad set of assets and assigns weights, which means it is active and dynamic rather than passive by design. The result is a chip-centric, regime-aware portfolio that tries to exploit semiconductor strength while preserving downside protection through hedges when conditions deteriorate.

Semiconductors-focused, rules-based strategy with hedges and three-tier allocation. Out-of-sample drawdown modestly lower and Calmar ~0.77, offering steadier risk-adjusted exposure and diversification versus the S&P 500, even if raw returns lag.