A complex, rule-based, multi-block portfolio that rotates among volatility plays (UVXY/VIX ETFs), leveraged tech bets (SOXL/TECL/TQQQ/SPXL/UPRO), hedges and ballast (bonds, dividends). It uses short-window momentum signals to decide when to enter or exit these exposures, aiming for big moves while trying to manage risk. It’s high-risk, highly mechanical, and heavily levered.

- The plan consists of several blocks (groups) that combine to form the full portfolio. Each block evaluates a set of conditions and then proposes a position in a given ETF. The innermost checks are simple signals (think momentum-like rules that compare short-term behavior with a recent baseline) and tell the system which asset to consider. For example, there’s a rule that checks a short-term momentum signal (an RSI-like measure over a 10-day window) for a volatility ETF (UVXY); if the signal is high enough (over a high threshold, e.g., 79), the strategy would allocate to UVXY. If not, it moves to further checks that consider other tickers (QQQE, VTV, VOX, TECL, SOXL, SPXL, TQQQ, etc.) and different time windows, using a branching logic (if-then-else) to pick among assets. - Each outer block has a label (like “Single Popped Dividends (UVXY)” or “BB V3.0.4.2a merged with v4 Pops…”) and contains internal sub-blocks named to reflect market regime ideas (for example, “Bullish Market Conditions” or “Risk OFF”). These blocks guide how capital is allocated across a wide rotation of assets, and some blocks emphasize volatility hedges (UVXY, VIX-related ETFs) while others emphasize leveraged growth (SOXL, TECL, SPXL, TQQQ, UPRO). - The system uses a wide constellation of ETFs, including volatility proxies (UVXY, VIXY, VIXM, SVXY), leveraged long tech (SOXL, TECL, TQQQ, SPXL, UPRO), leveraged inverse proxies (SOXS, SQQQ), bond-related funds (BTAL, BND, AGG, SHY, IEF, TMF, TMV, EDV, TBX-like constructs), index/currency/sector proxies (EFA, EEM, EWZ, EPI, UUP), and dividend-focused funds (SCHD, DGRO). This diversity is intended to provide both potential upside and downside hedges across regimes. - Weighting is primarily cash-equal across major blocks, but inside each block assets are allocated according to the internal rules (e.g., top/bottom selector logic, moving-average/RSI-based filters, proportional weights). The configuration uses a lot of nested “if” logic that can lead to different allocations depending on whether conditions are met in any given layer. - There is no regular rebalancing schedule; instead, the logic determines exposure continuously as new signals appear, and positions update as the rules fire. - Important caveat for a lay reader: UVXY and other 3x ETFs magnify moves. The scheme is designed to capture big moves, but it can also magnify losses during adverse markets. The presence of many niche tickers means the behavior may diverge from broad-market funds, and results will be highly sensitive to the exact parameter choices (window lengths, thresholds, and filter rules). In short, the strategy is a long, careful attempt at “how to ride big market swings” by chasing volatility spikes and tech leadership while hedging via bonds and dividend exposure, all through a very granular, rule-based framework.

Out-of-sample, this strategy offers higher risk-adjusted return vs the S&P (Sharpe ~1.51 vs 1.41, Calmar ~2.23) and much higher annualized gain (~78.7% vs 22.5%), with larger but controlled drawdowns (~35% vs 19%).