A dynamic, two-module strategy that rides levered tech/nasdaq signals in calm markets while hedging with Treasuries/cash in riskier times, plus a dip-buy mechanism for Nasdaq/S&P with risk controls and equal-weight allocations.

The fund splits money into two modules: V1d Fund Surfing and V2 Bear BUYDIPS, Bull HFEAR. V1d looks at market volatility (SPY 21-day std dev). If volatility is low, it picks one asset from TECL, TQQQ, or IEF that has the lowest 21-day RSI (a momentum/overbought-measure). If volatility is higher (or different thresholds apply), it shifts to SHY or longer-duration Treasuries (TLT). Each selection aims to be a single, top idea weighted equally with other cash allocations. V2 looks for “dips” in Nasdaq-100 and S&P 500. If dips or signals meet thresholds (based on short-window cumulative returns of levered and un-levered proxies, with protection from large losses via a max-drawdown check on SPY), it buys levered exposures (UPRO, TQQQ) or uses BIL (short-term Treasuries cash) to hedge. In risk-on mode, it weights UPRO and TQQQ more when volatility is favorable, and it adds TMF (long Treasuries) as a hedge. In risk-off mode, it shifts into cash/CPI-safe assets like BIL. Overall, weights are kept equal when assets are held, and the system uses a mix of RSI, cumulative returns, standard deviation, and drawdown checks to decide which assets to own, how much, and when to hedge. The approach aims to capture upside in calm markets with leveraged equity proxies while limiting drawdown through Treasuries and cash when risk spikes. It’s designed with no K-1 implications and avoids a simple passive allocation.

Out-of-sample upside: 36.38% annualized return with a Calmar of ~0.96. A dynamic mix of levered tech exposure in calm markets and Treasuries/cash hedges with dip-buy signals to capture rebounds—designed to deliver meaningful upside versus the S&P while managing risk.