A four-block, daily-rebalanced, volatility- and tech-levered strategy that uses RSI/momentum and asset screens to pick a single asset (often UVXY or triple-levered tech ETFs) each block, with ballast in cash/bonds. It aims to ride volatility spikes and tech leadership days while keeping risk in check through regime-based rules and frequent reallocation.

- The system rebalance daily. - It splits decisions into four main blocks (1st Block, 2nd Block, 3rd Block, 4th Block), each with its own rules and asset selections. - Each block weighs a single asset 100% when its entry rule is satisfied. - Core entry rule style uses indicators like RSI (a momentum gauge) on select reference assets and compares to a high threshold (e.g., 79) to trigger exposure to volatility-sensitive ETFs (primarily UVXY and related funds) or to tech-levered ETFs (TECL, SOXL, etc.). - If the primary condition isn’t met, the strategy cascades through alternative RSI checks on other assets (e.g., VTV, VOX, SPY, etc.), moving-average/return screens, and drawdown screens, before resorting to ballast positions (BIL, IEF, TLT, TMF, etc.). - Conditions often combine multiple signals (e.g., “RSI on X > 79” AND “max drawdown on SPY over a window is <=0”) to justify a position. - The blocks also include regime labeling like “Normal market” and “Danger Market Conditions” to adjust the composition and risk posture implicitly. - Weighting is deterministic: when a block fires, it assigns a full 100% weight to the chosen asset; all blocks together shape the final portfolio mix for the day. - The assets used span volatility proxies (UVXY, SVXY, VIXM, VIXY, VIX-related ETFs), triple-levered tech ETFs (TECL, SOXL, TQQQ-related), and ballast/bond proxies (BIL, IEF, TLT, BND, TMF) and some consumer/tech/sector proxies (XLP, XLK, QQQ-like products, VOX, VTV, etc.). The result is a highly dynamic, risk-on/off mix that can swing between aggressive volatility bets and defensive cash/bonds depending on the signals.

Out-of-sample, regime-driven daily-rebalanced strategy targeting volatility spikes and tech leadership. Delivers ~60% annualized return vs SPY ~24%, with Calmar ~1.33 and alpha ~0.50. Lower beta, but drawdowns ~45% - mitigated by ballast.