A daily-rebalanced, multi-signal Voting Machine that blends eight themed votes (moving averages, Golden Cross, momentum, bond safety, dip buying, mean reversion, RSI scaling, etc.) to decide allocations mainly among semis (SMH/SOXL), broad-market proxies (SPY/QQQ), and bonds. It votes between signals, then aggregates into a final, diversified, risk-managed portfolio.

- The system runs many small, rule-based signals (votes) every day. Each vote looks at a theme (e.g., Moving Averages on SMH/SOXL, Golden Cross signals on SPY/QQQ, Momentum across three horizons, Bond safety allocations, Dip-buy thresholds, RSI-based scaling). - Each vote outputs a suggested asset and a weight (often 100/100 at leaf nodes, meaning full allocation to the chosen asset within that vote). - Assets commonly involved include SMH (semiconductors), SOXL (3x semiconductor exposure), SSG/PSQ (short exposure in semiconductors or tech), SPY (S&P 500), QQQ (Nasdaq 100), and various bond/treasury ETFs (BND, BSV, SHY, SH). - A higher-level aggregator (Voting Machine) combines the results of individual votes into a final allocation, effectively “voting” on which assets to own and in what proportion. This happens daily. - The rules rely on price relations to moving averages (e.g., current price vs 9/20/50/100/200-day averages), crossovers (Golden Cross/Death Cross), momentum rankings (relative performance over recent days/weeks), RSI (overbought/oversold signals), and drawdown/safety checks to ratio risk and return opportunities. - Positions can be long, levered (e.g., SOXL or TQQQ exposure), or hedged via short or inverse ETFs (e.g., SSG, PSQ). The design uses a mix of aggressive tilt (semis, levered plays) and defensive hedges (bonds, short tech) depending on signals. - The intent is to capture upside in a rising market (especially tech/semis) while reducing risk when signals deteriorate, using a diversified set of signals and asset classes to avoid overreliance on any single indicator or cohort. - Overall, it’s a sophisticated, backtested, rules-based “voting machine” rather than a simple, single-indicator system. Implementers should be aware it requires reliable data feeds, careful risk controls, and an understanding of leverage and inverse exposures.

Out-of-sample, this strategy delivers superior risk-adjusted returns (Sharpe ~2.60 vs 2.37; Calmar ~8.05) and outsized upside (~151% vs 28%), with diversified risk controls across semis, tech, and bonds versus the S&P 500.