A cash-backed, signal-driven strategy using leveraged tech ETFs (TQQQ, TECL, SOXL, UPRO) with hedges (UVXY, PSQ) guided by RSI thresholds and a KMLM 20-day rule; aims to ride momentum while limiting drawdowns via hedges and cross-asset checks, not on a fixed schedule.

- Start with cash and only invest when signals align. - If short-term momentum on TQQQ is extreme (RSI 10-day on TQQQ > 79), buy UVXY as a hedge. - If the first hedge condition isn’t met, check a related signal on SPXL (RSI 10-day) and, if it’s very high (> 80), still use UVXY or stay in cash until other rules fire. - If not hedging, tilt toward leveraged tech/semiconductor bets (TECL, UPRO, SOXL) driven by RSI signals on TQQQ or SPY, with a secondary gate that checks a cross-asset condition. - For SOXL, use a price rule tied to KMLM: if the current KMLM price is below its 20-day moving average, consider SOXL; otherwise, consider a bear/alternative tilt (TECS). - There is also a pathway that can include a bear tilt for tech (TECS) if other long-entry signals are not satisfied. - A separate branch uses PSQ (short QQQ) in a hedging/alternative path. - The overall rule set leverages cross-asset checks (SPY price vs SPY 200-day MA) and moving-average relationships to determine entry on some bets, while keeping a non-scheduled (non-time-based) rebalance, with a small tolerance to avoid churn. - Asset class: equities, with emphasis on leveraged ETFs and occasional volatility hedges (UVXY), plus a bear equity tilt (TECS) and a short-QQQ hedge (PSQ).

Cash-backed, signal-driven levered-tech strategy with hedges for diversification. Out-of-sample Sharpe ~0.43 vs SPY ~1.06 and drawdowns ~63% vs ~19%—not a standalone S&P replacement, but a diversification hedge tool.