A high-risk, two-limb, volatility-centered strategy using UVXY-backed entries with RSI/momentum rules and a layered “Pops/Baller” framework to pick LE TFs for tech and semiconductors, plus hedges via volatility proxies and bonds. Leverage and rapid shifts mean big upside in some regimes but substantial drawdowns in selloffs.

Here’s the idea in plain language: The system sits on two main family lines. One line centers on UVXY (a volatility-focused ETF) and related volatility proxies, using a 10-day RSI rule and other momentum filters to decide when to buy UVXY or related volatility plays. The other line focuses on high-beta technology and semiconductors (SOXL, TECL, and related ETFs) plus optional short/defensive layers. The strategy builds several candidate groups (blocks) like “Single Popped Dividends,” “2nd Block,” “3rd Block,” and “4th Block,” each containing nested rules that check RSI values, moving-average returns, and trend signals for various assets. If the conditions line up (for example, UVXY RSI above a threshold and certain trend signals are favorable), the system enters a 100% allocation to the chosen asset in that block. If not, it keeps cash or shifts to alternative blocks with different assets. The “Pops” and “Baller” labels are just naming for the sets of conditions that generate particular stock/ETF selections when specific momentum conditions fire. In practice, you’ll see frequent references to RSI of UVXY, RSI of QQQE/QQQ, moving-average signals, and a hierarchy of blocks that pick a few top candidates. The result is a highly tactical, high-volatility tilt: it tries to profit from volatility spikes and pockets of tech momentum while incorporating some hedges through VIX futures and bond-related funds. Rebalancing is not automatic; the model advances through its nested decision nodes to pick entries. Important caveats for a layman: leveraged ETFs can amplify gains but also amplify losses; volatility-related ETFs (UVXY, VIXY) can behave very differently from broad-market ETFs during stress; understanding these dynamics is essential before attempting to implement or follow this approach.

Out-of-sample edge: ~69% annualized return vs 22% for the S&P, Sharpe ~1.55 vs ~1.41, Calmar ~2.22. Expect larger drawdowns (~31% vs ~19%), but this volatility/tech-momentum approach can yield higher risk-adjusted gains.