A rule-based, multi-asset trend-following strategy using leveraged tech/semiconductor ETFs, hedges, volatility exposure, and a diversified futures-style sleeve to ride trends and protect against risk.

In plain terms, the strategy watches several market signals to decide what to own. It looks for assets that are showing a clear upward trend (using short-term momentum like a 10-day look at price changes) and avoids or hedges when the signals suggest danger (for example, when the market feels overheated or volatility is rising). It uses a lawnmower of rules like: if tech-driven bets (like TQQQ) look strong on a momentum read, it may buy or stay exposed; if conditions look risky (RSI gets high, or other signals flip), it may reduce exposure or switch to hedges (SQQQ for down moves, UVXY for volatility spikes). It also checks longer-term trends with broader market measures (SPY) and adds a managed-futures style element (KMLM) to catch persistent trends across assets. The target is to keep positions in a small set of ETFs with roughly equal cash weight, adjust only when the rule-set calls for it (not on a fixed calendar), and maintain a small corridor of allowable drift so risk stays controlled. The result is a diversified, trend-forward sleeve that aims to ride major uptrends while hedging against sharp declines.

Out-of-sample, this trend strategy targets tech rallies with ~42% annualized return vs SPY ~17% and Calmar ~1.47, signaling strong risk-adjusted upside. It uses hedges/diversification to ride trends; note drawdowns may be higher (~29%) than SPY.