A layered, rule-based, ETF-based strategy that blends Bollinger Band and momentum signals with a weighted-asset mix to tilt between leveraged stock bets and hedges, with bond ballast. It seeks to ride short-term moves while controlling risk, and is designed to be tax-friendly (K-1 Free).

What it does in plain language: - It uses two main overlays (BB and WAM) to decide how to tilt the portfolio. - BB 15/15: checks if prices are unusually high or low for a 15-day window to spot potential reversals. - RSI asks whether momentum is extreme (overbought/oversold) and compares different assets to gauge where money should flow. - The WAM part distributes cash across several blocks, with weights that favor a core strategy (V1a Stupid Bot) but still include other long/short ideas and hedges. - Asset picks include a broad set of ETFs (tech, semiconductors, bonds, broad market). Some bets are leveraged and/or inverse, meaning they magnify moves up or down. - There are explicit long and short opportunities (e.g., Dip Buy vs. Short groups) and checks that look at bonds before taking stock risk. - Rebalancing is not automatic; the system moves when signals align and a small corridor keeps changes from happening too often. - “K-1 Free” implies tax simplicity for the user, but not a guarantee; confirm with your tax advisor. What the user would actually see in practice: - A diversified mix of long bets (e.g., tech/QQQ-like exposures, semiconductor bulls) and hedges (semiconductor bears, QQQ shorts) depending on signals. - Occasional rotation toward bonds when risk appears elevated, acting as ballast. - Occasional “dip-buy” entries when beaten-down assets show signs of stabilizing. - The overall weight is mostly allocated to a core set of ideas, with smaller allocations to other macro and hedging ideas.

Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P: Sharpe 1.23, Calmar 1.69, annualized return 76% vs 20%. Diversified, levered bets with hedges and bond ballast—though drawdowns can be larger.