A daily, rule-based mix of BTC bets and levered growth/hedge ETFs that uses momentum and volatility signals to ride Bitcoin when favorable and protect against risk by hedging or shifting into cash/treasuries; it selects the top BTC-related asset to hold and dynamically rotates through a web of leveraged ETFs and hedges.

- Rebalance daily. The system runs a deep decision tree that looks at momentum and volatility signals across a broad universe. - BTC Rally logic: the strategy includes a BTC-focused module (HODL BTC) that ranks BTC-related assets (COIN, CONL, BITF, BITX) by short-term momentum (moving-average-return over a 10-day window) and holds the top asset. - BTC/volatility hedge: there are branches using volatility proxies (VXX) and futures-based hedges to protect when market stress rises. One key check compares a short-term momentum proxy (RSI on a 10-day window using TQQQ as a proxy) to a high threshold (e.g., RSI > 79). If triggered, capital may shift toward hedges (e.g., VXX or inverse/short BTC products) rather than BTC exposure. - Growth/leverage path: in other regime conditions, the strategy allocates to a basket of leveraged growth/tech ETFs (e.g., TQQQ, TECL, SOXL, SPXL) with explicit top/bottom selection and weighted counts, sometimes via a “long backtest” view and sometimes via a “short backtest” view. Weights are commonly 100% in a chosen asset within a sub-group, or split across assets in backtested blocks. - Macro asset-rotation flavor: cross-asset logic (Bond vs Stock comparisons, mean reversion blocks, etc.) guides whether the system tilts toward risk assets or toward cash/bonds. Windows used range widely (e.g., 4, 10, 11, 14, 15, 16, 600 days) to compute moving averages, cumulative returns, and volatility-like metrics. - Cash/short-term ballast: BIL (short-term Treasuries) and inverse equity/crypto hedges (BITI, PSQ, SH, SPXS, etc.) appear in risk-off states to preserve capital. - Overall, the strategy aims to ride BTC rallies when momentum confirms, but flips into hedges or alternative exposures when volatility or momentum signals warn of risk, with daily rebalancing to adapt to changing regimes.

Potential for outsized upside with crypto-driven momentum and adaptive hedges: oos annualized return ~48% vs SPY ~22%, but with far higher risk and drawdowns (~80%). Best for high-tolerance, long-horizon investors.