A high-risk, leveraged, regime-rotating strategy that uses momentum signals and Bollinger/RSI logic to tilt among aggressive levered ETFs (e.g., SOXL, TECL, UPRO) and hedges (e.g., SQQQ, PSQ) while also referencing broader bond/stock proxies. It aims for upside in uptrends and protection in downturns, using a multi-layered, rule-driven selection and weighting scheme rather than a simple buy-and-hold approach.

- It starts by checking momentum between short-term cash proxies (BIL) and longer-duration bonds (IEF) using relative-strength indices. If RSI(BIL) is less than RSI(IEF), it proceeds to a risk-on module; otherwise it may select hedging or defensive modules. - The core signals come from RSI (momentum) over multi-day windows and price relative to moving averages (a simple price-avg rule) plus a Bollinger-Bands style look at recent price behavior (the “15/15 BB” label). - When conditions favor risk-on, the system rotates into one or more aggressive, leveraged ETFs (for example SOXL, TECL, UPRO, URTY, WEBL, YINN, etc.) or into a broad mix that emphasizes high-growth or high-beta exposures. Signals also identify when to use hedges (short or inverse ETFs like SQQQ, PSQ, SH) to reduce drawdown risk. - Within each module, assets are ranked by recent performance (moving-average return) and then the top performers are selected (often just 1 or 2). Those selections are assigned a weight (often 100% of the module’s allocation, or split like 85/15, 75/25, etc.). - There are nested sub-groups that combine pairs or triplets of assets (for example “Wooden ARKK Machine” or “WAM Collection” groups) to diversify risk within the levered theme. - The system uses a lot of leverage and frequent shifts among assets, so it’s highly sensitive to market regime changes and correlations among leveraged ETFs. The “K-1 Free” tag implies the strategy avoids funds that issue K-1 forms, aiming for simpler tax reporting.

Out-of-sample, this strategy targets ~49% annualized return vs SPY’s ~21%, using leverage and regime-rotation to ride uptrends. Tactical hedges aim to dampen losses and generate alpha, though drawdowns can be larger in downturns.