A daily, rule-based mix that switches between ultra-levered tech bets (TQQQ/SOXL) and risk-off bets (UVXY, cash, Treasuries) guided by momentum, volatility, and drawdown signals. It aims to capture tech upside in good times while limiting losses in bad times.

- The plan is titled “V1a TQQQ or not” and runs every day. It decides whether to lean into very aggressive tech exposure (like TQQQ, 3x Nasdaq) or switch to safer assets. - Core signals look at short-term momentum and volatility signals for big tech and semiconductors. For example, if the 10-day momentum of TQQQ is extremely strong (RSI above a high threshold), the system may pivot toward higher-volatility assets (UVXY) to exploit or hedge spikes in fear, or shift to cash. - If momentum is not extreme but risk indicators or recent drawdowns are worrying, the strategy may switch to a more cautious mix (cash, short-term Treasuries like BIL, and selective bond exposure). - It includes a separate “Huge volatility” path that can push allocations into UVXY and cash, especially when very short-term volatility surges. - There is a “Normal market” path where the model leans on a mix of stock and short-term bonds (QQQ, SPY, BIL) with risk checks (max drawdown, standard deviation of returns) guiding how much cushion to keep in cash or bonds. - A separate “Bond > Stock” tilt uses inter-market comparisons (e.g., relative strength between bond and stock instruments) to decide whether bonds should dominate over stocks in the current setup. - Asset selections include: TQQQ, UVXY, SOXL, QQQ, SPY, BIL, BND, IEF, TMF (and similar fixed-income or leveraged vehicles). Weights are typically skewed toward risk-on or risk-off states (e.g., 85/100 or 50/100 in different blocks), with “cash-equal” positioning guiding how cash is distributed. - The overall objective is to ride upside when conditions are favorable (via TQQQ/SOXL) while preserving capital by moving to UVXY or cash and selecting bonds when risk increases. This creates a dynamic, market-state–dependent mix rather than a single static allocation.

High-upside, risk-managed: out-of-sample ~52% annualized vs SPY ~22%, Calmar ~1.18, Sharpe ~1.01. A dynamic mix of leveraged tech bets and hedges aims for strong upside with disciplined capital protection.