A rules-based, cash-backed tactical strategy that tilts between UVXY (volatility hedge), TQQQ/TECL/SOXL (levered tech bets), and SQQQ/BSV (risk-off) based on short-term momentum (RSI) and trend signals. It aims to ride big tech moves while hedging risk, with no automatic rebalancing and a tight drift limit. High risk due to leverage and complexity.

The Holy Grail starts with a cash-based base and then looks for one or more strong, rule-driven signals to tilt into a small set of ETFs. It uses two kinds of signals: - Momentum signals (RSI): a short-term momentum gauge that looks at how fast prices have risen in the last 10 days. Very high RSI readings can trigger hedges; very low RSI readings can trigger purchases of leveraged tech or semis when the market trend looks favorable. - Trend signals (moving averages): it compares near-term prices to longer-term averages (for example 10-day price against a 200-day trend for TQQQ, or 10-day price against a 20-day/20-day?) to confirm that the market is in an uptrend or to confirm weakness. Asset roster and triggers (simplified): - If the 10-day RSI of TQQQ is very high (over about 79) and the 200-day trend is positive, the system moves a large chunk (about 80% of the allocated weight in that branch) into UVXY (volatility hedge) and reduces other bets. This acts as a protection against a sharp reversal when momentum is extreme. - If the price of TQQQ is above its long-term trend (10-day price > 200-day average) and other conditions are met, the system considers tilting into leveraged tech/semis when those assets look oversold (RSI under 31 for TECL, under 30 for SOXL) to catch a bounce. - There is a separate branch that, when the market show signs of weakness (for example, TQQQ price below a short-term moving average like the 20-day), tilts into risk-off assets (SQQQ and BSV) chosen by a top‑RSI filter among them, to reduce exposure to further downside. - The structure often uses top-1 selection among candidates (via a small filter) to pick the single best risk-off asset or the best oversold tech/semiconductor levered bet in that moment. - The overall rebalance cadence is “none,” meaning it doesn’t continuously rebalance to maintain exact weights; instead, it adjusts only when the defined signals fire, with a tight corridor to limit drift (0.05). What you own at any moment depends on which branch is active, but expect periods where most capital sits in a hedge (UVXY or SQQQ) and periods where a levered tech/semiconductor bet (TQQQ, TECL, SOXL) is preferred. The “cash-equal” framing suggests the system keeps a significant cash buffer and uses the heavy hedges or levered bets to tilt exposure rather than always being fully invested. In plain terms, you’re looking at a tactical system that tries to dodge big losses by hedging with UVXY or SQQQ when momentum looks extreme or trend weakens, while trying to catch outsized rebounds in tech and semiconductors when price conditions look favorable. However, because it uses 3x leveraged ETFs, it can swing hard and quickly, especially in volatile markets.

Out-of-sample, a cash-based tactical tilt into leveraged tech and hedges delivers higher risk-adjusted returns (Sharpe 1.63 vs 1.14; Calmar 2.68) with potential upside ~126% p.a. vs ~19% for the S&P, though drawdowns can be larger in volatile markets.