A complex, volatility-forward tactical portfolio that uses RSI/momentum and moving-return tests across a large asset set (UVXY-centric) to time allocations. It stacks many conditional blocks (Bullish/Risk ON/OFF, Safety Town) to pick and weight assets, often favoring full allocations to a primary pick within each block. High potential upside in volatile regimes but with substantial complexity and risk.

- The portfolio is built from many nested blocks that each describe which assets to hold and how to weight them. each block has a set of tests that must be satisfied to trigger allocation. - The main tests revolve around momentum signals (RSI) and moving-return screens. If an asset shows favorable momentum (or meets a specified threshold), it becomes a candidate for allocation within its block. - When a block’s conditions fire, the system assigns weights to assets in that block, typically choosing full or large allocation to a single asset in that block (e.g., 100/100 or 85/15), rather than equally distributing across many assets. - The assets involved include volatility-focused ETFs (UVXY, SVXY, VIXM), leveraged equity plays (TECL, SOXL, SPXL), and hedges/diversifiers (SCHD, DGRO, BTAL, BIL, TL T, USDU, VND variants). The exact mix depends on which nested conditions are met. - There is no fixed rebalancing cadence; changes occur only when the internal rules dictate a new allocation. Fees, slippage, and futures-contango effects (especially with UVXY) will shape realized results. - The blocks are themed around market regimes (e.g., “Bullish Market Conditions,” “Risk ON,” “Risk OFF,” “Safety Town”) and a few base layouts (e.g., “Base 2 – FTLT or Bull or Bonds”). These blocks aim to adapt the portfolio to shifts in market mood and risk appetite. - RSI is explained for laymen: it’s a momentum gauge that ranges roughly from 0 to 100. Very high readings (roughly above 70-80) imply recent upside momentum; very low readings imply downside momentum. In this strategy, RSI helps decide when to tilt toward volatility plays, growth plays, or hedges. - In short: you’re looking at a volatility-heavy, regime-timing framework that chases short-term opportunities across a wide set of assets, with heavy emphasis on UVXY and volatility hedges, tempered by dividend and bond exposure in some blocks.

Out-of-sample edge: Sharpe ~1.77 vs 1.41, Calmar ~3.20, and annualized return ~66.8% vs 22.5% for the S&P. A volatility-forward, regime-timing strategy aimed at higher upside in turbulence, with disciplined risk controls.