A dense, rule-based, multi-asset framework that dynamically tilts between leveraged tech bets and volatility/defensive hedges, driven by momentum and relative-strength signals across a wide ETF set. No fixed rebalancing cadence; weights shift with market regime. Major exposures center on TQQQ/UPRO/TECL/SOXL (tech leverage) and volatility hedges (UVXY/VIXY, SVXY), with ballast from bonds, gold, and cash.

- The strategy runs a deep decision tree (no fixed calendar rebalancing) to pick a subgroup of ETFs to own. - Within a chosen subgroup, it assigns weights using cash-equal allocation or fixed splits (e.g., 70/30). - Signals come from momentum and mean-reversion metrics (moving averages, RSI, cumulative returns) calculated over windows like 10, 20, 60, 200 days. - It often selects top or bottom assets by these metrics and then groups them (e.g., “Long TQQQ,” “Short Volatility,” “Bearish Protection”). - The plan often leans heavily into leveraged growth bets (TQQQ, TECL, SOXL, UPRO) and volatility plays (UVXY, VIXY, SPXU, SVXY), but also includes defensive assets (IEF, BND, SHV, GLD, US dollar proxies) to provide ballast. - The architecture includes nested sub-strategies with names like “Holy Grail Revamped” and “Bearish/ Bullish leaning” to express different market regimes; the system can switch between postures when rules trigger. - The corridor width (0.05) suggests a narrow band for considering weight changes; “rebalance: none” indicates that changes are signal-driven rather than on a set schedule. - The overall objective is to ride regimes that favor tech/leveraged bets in favorable conditions while employing hedges to limit drawdowns in risk-on/risk-off transitions. Think of it as a complex, rule-based dial that tilts toward risk-on or risk-off based on momentum signals across a broad ETF universe.

Out-of-sample annualized return ~45.6% vs S&P ~17.7%, driven by adaptive tilts into leveraged tech bets and hedges. Strong risk-adjusted profile (Calmar ~1.05) with higher long-run upside, but larger drawdowns in downturns.