A tactical, leverage-enabled strategy that shifts into 3x tech/semiconductor bets (TQQQ, SOXL) when signals look favorable, and hedges with inverses (SQQQ, SOXS) and cash/bonds (BIL, IEF/TMF) when not. Uses 15/15 Bollinger-style signals and RSI thresholds to decide regime and sizing, with no automatic rebalancing.

Here is how it works in simple terms: - It starts by asking: are broad conditions favorable for taking risk? It looks at two quick measures using a cash-like fund (BIL) and a bond fund (IEF) over the last 15 days. If cash grip is weaker than bonds grip, the system considers stepping into riskier bets; otherwise it stays more conservative. - When risk is allowed, the strategy uses signals from semiconductors and tech proxies to decide which bets to place and how big: - SOXL (semiconductors up to 3x) and TQQQ (Nasdaq-100 up to 3x) are the main “go long” bets in favorable regimes. - SOXS (semiconductors down 3x) and SQQQ (Nasdaq-100 down 3x) are used as hedges or to take opposite bets when momentum looks weak or extremes appear. - The signals come from simple rules based on momentum and price behavior: - RSI is a quick read on how strong recent moves are. Very high RSI values (around 75) can trigger caution or hedging instead of piling into long bets. - The strategy also checks if the price is above or below a short moving-average price to confirm an uptrend or avoid buying during a dip. - Some branches look at recent extreme moves (one-day or several-day cumulative returns) to decide if volatility is spiking and it’s time to reduce levered bets. - There are market regimes named (Huge volatility, Normal market, Mean Rev) that bucket what is happening in the market and assign heavier or lighter exposure accordingly. In a “Normal market” the plan tends to use a cautious 60% cash-like exposure with a 40% hedge, while in other regimes it may tilt more toward risk assets or toward hedges. - The instrument mix is chosen to stay tax-friendly (K-1 Free) and to keep things simple with widely traded ETFs (no partnerships or exotic products). - The rebalance setting is none, meaning signals determine positions but there isn’t a strict calendar rebalancing cadence; trades shift as the rules change. - Bottom line: It’s a tactical, leverage-enabled strategy that tries to ride tech and semiconductors when conditions look favorable, and to protect capital with cash and bonds (plus inverse bets) when conditions deteriorate.

Out-of-sample annualized return ~45% vs ~21% for the S&P, with Calmar ~1.17 and volatility ~0.60. It goes 3x into tech/semis in favorable regimes and hedges with inverses/bonds when cautious—offering higher upside with built-in risk controls vs the S&P.