A multi-block, momentum-driven portfolio that toggles between leveraged tech/semis bets (SOXL, TECL, SPXL, etc.) when signals look strong, and volatility/bond hedges (UVXY, VIX funds, TMF, TLT, SHY, BIL, etc.) when risk rises. It uses RSI and momentum filters to pick one asset per block and then allocates full exposure within that bloc, with no automatic rebalancing schedule.

- The plan is built as a sequence of decision blocks (Block 1, Block 2, Block 3, Block 4, plus sub-blocks like “Single Popped Dividends (UVXY)” and “Bull/ Bear Baller” groups). Each block contains signals and filters that decide whether to tilt toward a given asset or to stay in cash. - The core decision signals rely on momentum-type indicators. A common signal used is RSI (a momentum gauge that tells you if an asset is overbought or oversold). When RSI readings pass certain thresholds (for example, RSI on UVXY or other assets greater than about 79 or lower readings on other blocks), the block’s condition fires and a particular asset or group of assets gets favored. - Momentum and price trends are also used via moving-average–type measures (like moving-average return and exponential moving-average price) to rank and select a single asset within a group. Each eligible asset group picks one asset (select-n “1”) and assigns a fixed weight (often 100% within that shortlist) so that a single asset is chosen per sub-block when its signals align. - The strategy uses a mix of growth/levered ETFs (for example SOXL, TECL, SPXL, SOXX, QQQ-tilted variants) and hedging or defensive instruments (UVXY, VIX-related funds, BIL, SHY, TLT, TMF, GLD, DBC, EDV, AGG, etc.). This creates a two-sided approach: when market conditions look favorable, the tilted assets (especially leveraged tech/semis) get exposure; when conditions deteriorate or volatility spikes, hedges or defensive assets take on a larger role. - There are multiple “blocks” named with labels like “Bullish Market Conditions,” “Risk ON,” “Risk OFF,” and “Defense | Modified.” Each block contains nested checks (IFs) that evaluate indicators on various tickers and funds. The end result is a set of assets that are considered “in” the portfolio at any given moment, with an allocation path that tends to sum to 100% (via cash weights and cap allocations inside groups). - Rebalancing is set to none here, meaning the system doesn’t automatically redraw weights on a fixed schedule. Instead, it relies on the ongoing condition checks to determine when to shift exposure within the blocks. - The strategy often uses top/bottom sorts (e.g., “select-fn bottom / top,” “select-n 1”) and various filters (moving-average return, exponential-moving-average-price, standard deviation-based screens) to pick which specific instrument to own when a block’s conditions are satisfied. - The approach blends both “income/dividend-like” considerations (there are dividend groupings like SCHD and DGRO in risk-off zones) with aggressive momentum plays (SOXL/TECL and related lev ETFs) to create a diversified tilt across growth, value, and hedges. - The overall idea is to attempt to ride favorable momentum in high-beta themes (tech/semis) while preserving capital with volatility and bond/treasury exposures when risk signals indicate stress or a regime change. Important caveats: this is a levered, momentum-driven framework with many moving parts and many ETFs with correlated risk; it aims for tactical tilts rather than a simple buy-and-hold strategy, and it carries substantial risk, especially during rapid regime shifts or sustained volatility.

Out-of-sample, this momentum/hedge strategy beats the S&P on risk-adjusted grounds: Sharpe ~1.51 vs 1.41, Calmar ~2.23, and annualized return ~78.7% vs ~22.5%, though it may endure larger drawdowns during regime shifts.