A complex, rule-driven system that mutes or tilts toward semiconductors using levered ETFs (SOXL/SOXS) based on momentum signals, while layering hedges (VIX, QQQ shorts, USD, Treasuries) and cash to manage risk. It blends sector bets with risk-off assets to adapt to changing market regimes.

- The system runs a series of rule-based checks (RSI momentum, moving-average-return tests, and price-vs-window criteria) across a broad set of assets. - If momentum looks favorable in semiconductors, it tilts toward levered semiconductor bets (SOXL primarily) and a small number of other top assets. - If momentum looks weak or risk signals are high, it shifts into hedges and cash (e.g., SOXS, QID/SQQQ, VIX instruments, BIL/SHY/TLT) to reduce downside risk. - It often selects a small group of “top” assets by a momentum/strength metric and assigns weights, with some blocks deliberately overweighting hedges or cash for protection. - It combines several asset classes (equities, semiconductors, USD, bonds, gold, volatility) to diversify risk across regimes and avoid concentrated bets. - The framework is intentionally modular: each sub-strategy can be viewed as a guardrail that contributes to the overall portfolio mix depending on the current regime.

Out-of-sample upside: 58.6% annualized vs SPY 26.7%, Calmar ~1.18. Momentum-driven semis with hedges target big gains in favorable regimes; but max drawdown ~49.5% vs SPY ~18.8%—for risk-tolerant investors only.