A daily, volatility-aware tactical bet on semiconductors using SOXL with cash hedge (BIL) and occasional SPXS hedges; uses momentum-like signals to time buys/sells and aims to allocate about 15% of the portfolio to this strategy.

How it works (in plain terms): - Rebalances daily and trades four assets: SOXL (levered semiconductor equity), UVXY (volatility proxy used for signals), SPXS (bear-on-market ETF for hedging), and BIL (short-dated Treasury ETF used as cash). - Core idea: tilt toward SOXL when momentum looks favorable and volatility isn’t extreme, giving you a leveraged semiconductor exposure. - Signals: uses RSI-like momentum checks on SOXL and UVXY across short lookbacks (roughly 10–21 days) to decide entries and exits. If momentum is strong and volatility is manageable, the system adds to SOXL. If momentum weakens or volatility spikes, it shifts toward BIL or SPXS as hedges. - Hedge/cash rationale: BIL provides liquidity and safety when conditions deteriorate; SPXS provides a bearish hedge against a broad market decline. - Exposure management: The strategy is designed as a tactical bet with a specific portfolio slice (about 15% in this setup) allocated to this workflow; weights inside the decision tree determine exact positions and may flip daily. - Risk note: Leveraged ETFs like SOXL can move sharply and amplify losses during volatile periods; the model’s safeguards (cash and hedges) are meant to moderate drawdowns, but the approach remains equity-focused and inherently volatile.

Volatility-aware SOXL tilt with BIL/SPXS hedges to capture semiconductor upside while controlling risk. Out-of-sample shows ~101% annualized return vs ~50% for the S&P, with smaller drawdowns and strong risk-adjusted results.