A cash-first, rule-based strategy that uses RSI and trend signals to tilt into leveraged tech/semis bets in up markets, while hedging with volatility and defensive assets when signals flip. Weighting is typically heavy on one levered ETF (often 90/10) and may include UVXY as a volatility signal plus defensive bets like TMF/BSV/SCHD when risk rises.

Plain-language description of how the strategy operates: - What it tries to do: Seek big upside in a rising market by using a small number of highly leveraged ETFs, while keeping an eye on volatility and trend so risk is contained. It uses cash as a starting point and only puts money to work when signals look favorable. - Signals it watches: - RSI (a momentum gauge) on several ETFs (especially UVXY, TQQQ, SQQQ, UPRO, TECL, SOXL, SPY, etc.). Very high RSI readings imply the asset has run up a lot recently and may be due for a pullback; very low RSI readings imply it may bounce. - Trend check with SPY: is the price above its 200-day moving average? If yes, the market is considered in an uptrend and more aggressive bets become available. If no, the strategy tilts toward hedges/defensives. - Additional moving-average comparisons (for example, current prices versus moving averages over shorter windows like 20 days) to decide on minor tilt directions. - How it allocates when signals line up: - In a clean uptrend (SPY above its 200-day average) and when volatility signals aren’t extremely overheated, it tends to tilt toward high-growth, leveraged ETFs in tech and semiconductors (e.g., TQQQ for Nasdaq exposure and SOXL for semis) with a strong weight (often 90% in one asset and 10% in another). - It uses UVXY (a volatility hedge) as a signal: if UVXY’s momentum is extremely high (suggesting rising volatility), this can trigger a hedge or reduce outright equity exposure rather than doubling down on riskier levered bets. - If volatility signals are extreme or if the market isn’t clearly in an uptrend, the strategy shifts to more defensive or diversified assets (e.g., TMF for long treasuries, BSV for short-term bonds, SCHD for quality dividends) or even a lighter tilt among alternative leaders. - What you actually own (typical patterns): a small number of ETFs with explicit weights when signals fire. Examples seen in the plan include heavy weighting to: ProShares UltraPro QQQ (TQQQ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY) as signal-driven pieces, as well as secondary allocations to SOXL, TECL, UPRO, SQQQ, and occasional top picks selected from a short list based on momentum. When the system chooses a “top” asset, it may pick a single ETF with a large tilt (e.g., 90%) and a smaller secondary asset (10%) to diversify risk within the aggressive sleeve. - Rebalancing: there is a defined rebalancing rule set (rebalance corridor width) but the plan can run in a mode described as “rebalance none” unless the signals explicitly require a change. In practice this means: don’t expect routine, calendar-based rebalancing; you only adjust when the decision tree triggers a change. - What happens in practice: during a favorable uptrend with reasonable volatility, you’ll see big bets on leveraged growth ETFs, aiming for outsized gains. If you see signs of overheating (high RSI on UVXY or a breakdown of trend), the system leans into hedges or more stable assets to protect against a drawdown. The approach blends aggressive growth bets with risk-management hedges and defensive allocations to navigate different market regimes.

Out-of-sample, this cash-first, signal-driven strategy targets big upside with leveraged tech bets and hedges. Annualized return ~94.6%, Sharpe ~1.42, Calmar ~1.87 vs S&P ~20.7%, Sharpe ~1.31— delivering superior risk-adjusted growth with downside protection.