A complex, rule-driven tactic that hunts big up moves in tech/QQQ using leverage, while defending against risk with volatility hedges and safe-bond cash positions. It blends several momentum and risk indicators (RSI, cumulative returns, drawdown, standard deviation) across multiple assets to decide when to chase pops and when to park in safety. Not a simple buy-and-hold—it’s a regime-based, multi-asset approach with no fixed regular rebalancing.

- The system operates as a deep decision tree that splits into “Popped Waves,” then “Pop” and “Normal market” regimes. Each regime contains sub-portfolios focused on different assets (QQQ, SMH, SPY) and uses signals to decide which assets to own and how much of the portfolio to allocate to each group. - Signals are built from momentum and risk measures: RSI for several assets (on various lookback periods), short-term cumulative returns, max drawdown, standard deviation, and whether the current price is above/below a moving average. - When momentum is strong and risk is acceptable, the model tends to tilt toward leveraged equity ETFs (TQQQ, SPXL) and related sector plays (QQQ, SOXL) to chase upside. When momentum fades or risk rises (e.g., high RSI coupled with higher volatility or weak bond signals), the model shifts toward hedges (UVXY, SQQQ) and safer assets (BIL, bonds). - The weights shown in the rules (e.g., 85/100, 40/100) describe how much of the portfolio is allocated to a given group at a decision point. A “rebalance: none” setting means the model doesn’t rebalance on a fixed schedule but rather applies signals to adjust weights when conditions change. - Overall, the approach is regime-dependent: in a “Pop” regime it seeks to maximize exposure to rapid upside in tech/QQQ-related themes; in a “Normal market” regime it emphasizes risk checks and liquidity/capital preservation via cash-like positions and bonds. - Important caveat: it uses leverage and volatility products, so it can amplify both gains and losses and requires careful risk budgeting and understanding of the instruments involved.

Out-of-sample edge: Sharpe ~1.46 vs SPY ~1.43; annualized return ~59% vs ~23%; Calmar ~2.03—strong risk-adjusted upside despite higher drawdown (~29% vs ~19%). Regime-based, leveraged tech exposure with hedges.