A daily, rule-based, all-weather portfolio that rotates among leveraged tech/semis, volatility hedges, bonds/cash, and inflation hedges. It uses RSI, moving averages, and momentum signals to pick assets and weight them across many themed blocks, aiming to grow in good markets while shielding against risk via hedges and defensive assets. It’s complex and levered, designed for dynamic regime shifts rather than static buy-and-hold.

- The strategy starts each day with a cash baseline and then runs through a cascade of decision blocks. Each block applies signals and filters to select one or more assets from its universe and to assign weights. The weights are then blended across blocks to form a final portfolio. - Signals come from momentum and volatility indicators (concepts like RSI, moving averages, cumulative returns, and standard deviation), evaluated over different time windows (for example 10-day RSI on a levered tech proxy like TQQQ, or 14- and 60-day momentum on broad indices). - The system explicitly uses leveraged stock proxies (like TQQQ, SOXL, SPXL) to capture strong uptrends, but it also uses volatility ETFs (like UVXY) and defensive assets (BIL, TLT, US Treasury ETFs, gold via UGL, USD via USDU) to reduce risk when volatility or momentum deteriorates. - It also includes a cluster of “Black Swan” and mean-reversion sub-strategies focused on bonds, to try to provide stability during market stress by shifting into or out of bonds as risk indicators change. - Every day the strategy reassesses, potentially shifting exposure across five broad sleeves: Risk-on equities (levered tech and semis), volatility hedges, defensive bonds/cash, inflation hedges/commodities, and USD/gold hedges. The net exposure is the weighted outcome of many conditional bets, not a single buy-and-hold position. - Because the approach uses leveraged ETFs and volatility products, the risk of drawdowns is higher than a simple stock/bond mix. The design attempts to mitigate that risk with several layers of hedging and regime-based shifts, but it remains a fairly aggressive, actively managed allocation. - In plain terms: it’s a big “rotator” that tries to ride up strong uptrends in tech stocks while also owning hedges and defensive assets when the market looks wobbly, using a lot of automated rules to decide exactly which ETFs to buy or sell each day.

Dynamic, regime-adaptive strategy blending leveraged tech bets with hedges and bonds to pursue growth while curbing shocks. Out-of-sample returns are similar to SPY, but with added diversification and risk controls for long-horizon, risk-tolerant investors seeking adaptive exposure beyond SPY.