A highly engineered, regime-driven rotation that uses RSI and moving-average signals to pick a small, leverage-enabled mix of Nasdaq/SPY/QQQ-based ETFs and volatility hedges, with bonds/cash ballast, aimed at chasing high momentum while guarding against risk in volatile markets.

- The system is a big decision tree. It continually checks momentum signals (like RSI over a 10-day window) and trend signals (price vs. moving averages) on many ETFs. - When signals indicate favorable momentum, the strategy builds a portfolio by selecting top assets (often the top 3) based on measures like cumulative return or moving-average performance. - It uses leverage-friendly ETFs (like TQQQ, UPRO) to capture strong moves, and it uses volatility/volatility-hedge ETFs (UVXY, SQQQ, VIXM, etc.) as hedges in other branches. - It also uses ballast positions (cash-like proxies such as BIL and bonds like IEF/TMF/TMV) to reduce risk in some regimes. - The ultimate allocation often comes down to a weight of 100% on certain assets within a given branch, or a 3-asset top-N filter with weights that sum to 100%. - There is a lot of regime labeling (Bear Market, Holy Grail, Dip Buy, Vixation, etc.). These are used to categorize market states and guide which asset group to favor. - The strategy is not a simple indicator-based buy/sell; it’s a hierarchical, multi-path selection engine that yields a dynamic, highly diversified (and leverage-laden) exposure. Given the use of UVXY and other volatility products, the strategy aims to hedge risk while still chasing strong momentum in equities, but it can experience large drawdowns in abrupt regime shifts. - The exposure is broad but dominated by large-cap equity proxies (QQQ/SPY/UPRO/TQQQ), with meaningful participation from semiconductors (SOXL/SOXS), household staples/consumer exposure (XLP, VOXX variants), and bond/bill ballast (BIL, IEF, TL T variants).

Out-of-sample, levered, multi-asset rotation with volatility hedges targets ~44% annualized return vs SPY ~21%, with Calmar ~1.53 and Sharpe ~1.23. Higher growth, but expect larger drawdowns in regime shifts.