A long-term, two-engine strategy that blends tech/AI growth exposure (QQQ/QLD/BOTZ) with volatility/defensive hedges (UVXY, SH/SHY/BSV, PSQ), using RSI, moving-average, and short-term momentum signals to decide when to tilt toward growth or shift into hedges, with cash kept on the side and no fixed rebalancing schedule.

Two main engines run in parallel and share a cash base: - Growth engine (V1 BOTZ bot): focuses on tech/AI exposure using QQQ (large tech), BOTZ (robotics/AI), and QLD (2x QQQ) when market conditions look favorable. It uses RSI signals on QQQ (and sometimes QQQ as a benchmark) to detect overbought or oversold conditions and a price comparison to SPY’s 200-day moving average to gauge the overall market regime. In simple terms, if tech is in a healthy uptrend, the model tends to lean toward growth assets (QQQ/QLD or BOTZ) and, in some cases, uses PSQ (inverse QQQ) to hedge when QQQ looks stretched. It also uses short-term momentum (5-day returns) to pick the top performer among competing growth assets. - Hedge/risk-control engine (Pure BS Catcher): acts like an insurance policy. It watches volatility signals (UVXY, a volatility-related ETF) and other risk indicators. When volatility is high or signals suggest risk is rising, the strategy moves into hedges and safer assets (UVXY, SH, SHY, BSV, SH). The aim is to cushion drawdowns during market stress while staying ready to re-enter growth exposure when signals improve. Key signals used (in plain terms): - RSI (relative strength index) on QQQ or UVXY: measures if an asset is overbought or oversold. Extreme readings drive shifts between growth and hedges. - Moving averages (e.g., SPY’s 200-day MA): helps gauge whether the market trend is broadly up or down. If SPY trades above its 200-day MA, the system leans more toward growth; if below, it favors hedges/cash. - Short-term momentum (5-day cumulative return): used to pick the fastest-rising growth asset when the market regime supports risk-taking. - Simple top-selection among a small set of growth assets: the system tends to pick the single best performer (top by cumulative return over a short window) when conditions allow. Overall flow (layman view): if the market looks healthy, tilt toward tech/AI growth via QQQ/QLD/BOTZ with occasional hedges as insurance; if risk rises (volatility spikes or the market looks weak), shift toward hedges (UVXY and/or bonds/cash proxies like SHY/BSV) to limit losses. Cash is kept on the sidelines and distributed evenly across groups, and changes aren’t forced on a fixed calendar but occur when signals move beyond a corridor threshold. This structure yields a blended portfolio that attempts to capture upside from tech growth while dampening downside through hedging, with decisions driven by familiar indicators but organized in a layered, rule-based framework.

Out-of-sample Sharpe ~1.50 vs SPY ~1.40; losses limited ~12% vs ~19%; beta ~0.64; Calmar ~1.74; ~21.3% annualized (SPY ~22.3%). Higher risk-adjusted growth with hedges that help shield you in downturns.