A volatility-timed, momentum-based allocation between leveraged tech (TECL/TQQQ) and Treasury ETFs (SHY/IEF). When markets are calm, pick the weakest-momentum asset among TECL, TQQQ, and IEF and invest 100% there; when volatility rises, shift toward Treasuries (SHY or IEF). No automatic rebalancing is performed.

- The fund looks at SPY’s 21-day volatility (a simple measure of how wildly prices moved recently). - If volatility is very low (below the first threshold, roughly a value of 1 in this setup): it searches three assets (TECL, TQQQ, IEF) and picks the one with the lowest RSI over the last 21 days (RSI is a momentum gauge; here “lowest” means weakest recent momentum). It then allocates to that single asset (100% in practice). - If volatility is not very low (the first condition is not met), there are two fallback rules that point to Treasury exposure: • In one branch it allocates to SHY (short-term Treasuries). • In another branch it allocates to IEF (7-10 year Treasuries). - Weights are described as “wt-cash-equal,” but since the top asset list is reduced to a single asset in the risk-on case, the effective exposure is 100% to that asset. There is no ongoing automatic rebalancing; the 0.05 corridor simply reflects a tolerance band for drift, but the rebalance setting is listed as none. - In short: calm markets favor a single levered-tech/transition asset chosen by the weakest momentum signal among TECL, TQQQ, and IEF; more volatile markets tilt toward Treasury exposure (SHY or IEF) to seek capital preservation. The framework relies on two modest signals (volatility regime and RSI-based momentum ranking) and a tiny pool of assets, with no regular rebalancing.

Rule-based timing: calm markets – 100% to the weakest momentum among TECL/TQQQ/IEF; volatile markets – Treasuries. Out-of-sample: ~58% annualized return vs 22% S&P; Sharpe ~1.39; Calmar ~1.37; max drawdown ~42%.