A daily-rebalanced, two-track tactical strategy that (1) bets on a Bitcoin rally via a short-list of BTC-related assets with RSI/gate checks, and (2) tilts among a wide set of leveraged ETFs to ride market momentum while using volatility and bond signals to guard against a crash. It’s highly leveraged and rule-based, aiming to catch crypto strength and opportunistically time the broader market, but it carries high risk and complexity.

- The strategy rebalances every trading day. It runs two main tracks in parallel: a Bitcoin rally track and a broader, momentum-driven equity track. - Bitcoin track: focuses on a small set of crypto-related tickers (Coinbase stock; crypto miners; crypto ETFs; and a couple of crypto-related funds). It uses a short-term momentum ranking (moving-average return) to pick the single best candidate to own, and it gates entry with a momentum/RSI check on a Bitcoin ETF proxy (BITO). If a related condition signals strength, it allocates 100% to the top BTC-related asset; if not, it falls back to other risk checks. A short list of potential BTC components includes COIN, BITF, BITX, and other crypto proxies, with BITI acting as an inverse BTC hedge in some signals. - Equity/multi-asset track: uses a wide array of 2x/3x leveraged ETFs to express bullish or bearish views on various sectors and markets (tech, semiconductors, biotech, real estate, small caps, overall S&P 500). It evaluates multiple signals (relative strength, moving averages, standard deviation-like checks, volatility indicators) to decide which side to favor (bullish vs bearish or tilt to specific sectors). There are explicit “Bull” and “Bear” branches (e.g., TECL/TQQQ/SOXL vs SPXL/SPXS, LABU/LABD, DRN/DRV, URTY/TMQ-like proxies). - Risk controls and regime filtering: the tree contains volatility checks (VXX-related signals), mean-reversion tests for bonds vs stocks, and a separate “BondSignal” layer that weighs Treasury ETFs (TMF, TMV, BIL, IEF, SHY, etc.) to steer risk-off when volatility rises or when market conditions look stressed. There are filters to keep some cash exposure and to tilt to shorter-duration bonds during risk-off. - Binding constraints: weights are often shown as 100% on a single asset, or as fixed splits (e.g., 50/50 in some blocks), and there are explicit “top”/“bottom” selection rules with moving-average-return or RSI thresholds. The net effect is a continually adapting mix intended to ride BTC strength while opportunistically exploiting momentum in leveraged equity bets with built-in hedges and risk-reduction gates. - Complexity note: because this strategy camps on many leveraged products, taxes, compounding effects, and the risk of large drawdowns in choppy markets are important considerations. A practical takeaway for a layman is that this strategy tries to “ride the Bitcoin bull” when momentum looks good, but otherwise uses a big toolbox of bullish/bearish bets on different market parts and a volatility/risk screen to try to avoid big losses.

Out-of-sample: ~45% annualized return vs ~21% for the S&P, ~0.85 Sharpe, with built-in risk guards. BTC momentum plus leveraged equity bets offer higher upside—tolerating more volatility and larger drawdowns than the S&P.