A multi-sleeve, rule-based tactical strategy blending big-tech momentum, broad core exposure, and aggressive hedging. It picks two top mega-cap tech stocks on momentum, holds a core 40% of VOO/VT/TBIL, and uses a large set of leveraged/inverse ETFs plus volatility and bond hedges guided by momentum, RSI, and moving-average signals.

- The portfolio is divided into sleeves, each with its own allocation and asset list. The main sleeves are: 1) Believe in Big Tech (about 30%): picks two mega-cap tech stocks from META, AMZN, AAPL, MSFT, GOOG, PYPL, ADBE, NVDA based on the strongest 20-day momentum, then weights them 100% (split evenly between the two picks). 2) Core global market sleeve (about 40%): splits 40% across VOO (S&P 500), VT (global stocks), and TBIL (shortTreasuries) in equal parts for broad exposure and ballast. 3) Manhattan Project sleeve: a massive, rule-driven tactical module that constantly evaluates momentum, price trends, and volatility across a wide universe of leveraged and inverse ETFs (like TQQQ, TECL, SOXL, SPXL, UPRO, SQQQ, SOXS, TMF, SHY, VXX, etc.). It uses signals such as: - Moving averages and exponential moving averages comparing current price to long-term averages to decide up/down trends. - Relative strength and RSI style checks to identify overbought/oversold regimes. - Cumulative or moving-average returns over short windows to rank assets and choose top or bottom performers. - Price relationships to thresholds (e.g., SPY price vs its moving average) to trigger entries or hedges. - Defensive hedging when volatility spikes or momentum deteriorates (e.g., adding VXX, SQQQ, TMF, SHY). 4) Defense/Modified sleeve: emphasizes risk control by rotating into more defensive or diversified exposures when risk metrics indicate tension (emerging markets, bear/defensive LETFs, and government-bond proxies).- The system often uses conditional branches (if/else) to determine which assets to own, how much to invest, and when to hedge. It also implements careful, measured reallocations (corridor width of 0.07 suggests modest drift before rebalancing). In practical terms, you would typically see daily signals that propose which two big-tech names to own, how to allocate the 40% core, and whether to tilt risk-on with leveraged tech bets or hedge with volatility products or Treasuries, depending on short-term momentum and risk indicators. The result is a high-octane, frequently updated mix of growth-oriented tech bets, broad-market exposure, and dynamic hedging designed to outperform in rising markets while protecting capital in drawdowns. However, given the use of 3x leveraged and inverse ETFs, performance is highly path-dependent and can be volatile and risky if market regimes shift suddenly or if leverage magnifies losses. Best understood as a complex, rule-based tactical strategy that requires active monitoring and disciplined risk management.

Out-of-sample edge: ~45% annualized return with Sharpe ~1.51 and Calmar ~1.77, max drawdown ~25% vs ~19% for the S&P. A momentum-driven big-tech tilt plus diversified core and hedges seeking bigger upside with managed risk.