A daily-rebalanced, multi-sleeve momentum strategy using leveraged ETFs (tech/semis and volatility plays) plus bond/short-term legs. It blends RSI/ moving-average signals to tilt long vs. short within sleeves like SOXL/SOXS, TECL/TECS, UVXY/VIXY, and TQQQ/SQQQ, with ballast from SHY/BIL/TMF/EDV. Complex conditional logic selects the top/bottom asset in each group, aiming to ride trends while hedging during overbought regimes. High risk and active management required.

- The system runs a daily rebalancing routine across a fixed universe of ETFs, mostly leveraged equity plays (like SOXL, SOXS, TECL, TECS, UVXY, VIXY, TQQQ, SQQQ, etc.) and a set of ballast/bondish ETFs (SHY, BIL, TMF, EDV, etc.). - It structures decisions as a tree of blocks (IF statements, groups, and filters). Each block evaluates signals and, if the signal passes, assigns a position to a specific asset with a weight. Some blocks intentionally choose a single top/bottom asset from a list (select-n = 1) based on ranking rules (e.g., RSI, moving-average return, cumulative return). - Momentum and trend signals drive the core logic: RSI (a measure of recent price momentum) and moving-average comparisons decide which sleeve to risk-on or risk-off. Higher RSI readings in certain assets or indices can trigger hedging moves (e.g., shift into UVXY/VIXY when S&P momentum looks stretched). Lower RSI readings or oversold conditions can trigger long-or-short bets in leveraged plays (e.g., SOXL vs SOXS, TECL vs TECS) depending on the regime. - The strategy uses a mix of long and short sleeves, including risk-on bets on tech/semis and contrarian/hedged bets (long volatility or inverse/short leveraged ETFs) when signals are extreme. Some blocks explicitly combine stock/bond allocations (e.g., “Hold Stocks/Bonds”) to modulate risk, using assets like SHY, LQD, TMF, and EDV. - Weighting is granular and varies by sleeve, often with a 0–100% scale per group, reflecting how much of the portfolio is allocated to that sleeve on a given day. In many groups, you’ll see alternating long/short choices (e.g., “Buy the dips. Sell the rips.” or “Overbought NASDAQ. Check VIX RSI”). - The objective is to ride favorable momentum in high-beta/tech names while employing volatility hedges and bond/bill ballast to manage drawdowns. Given the use of 3x leveraged ETFs and daily turnover, the approach is highly sensitive to market regime and can experience substantial drawdowns in sideways or quickly reversing markets.

Diversifies risk with negative beta to the S&P and built-in hedges, adding non-correlated exposure to tech, momentum, and bonds. A smart complement to core S&P exposure, not a standalone market bet.