A backtested, rule-based, multi-asset levered strategy that toggles between Nasdaq overbought hedges (volatility and inverse tech ETFs) and Nasdaq oversold longs (levered internet/semiconductor bets), guided by RSI and other short-term momentum/volatility signals, with multiple thematic modules and aggressive risk/weighting rules.

Think of it as a two-branch decision tree. If Nasdaq looks stretched on recent gains (high RSI), the system shifts toward hedges and volatility bets (UVXY, VIXY, SQQQ) and selects the strongest signals from a pool of internet/tech-related ETFs. If Nasdaq looks weak (low RSI) and other conditions (bond market signals, moving averages, drawdowns) line up, it tilts toward leveraged long bets (WEBL, SOXL, QLD) and related long exposures, with risk checks from moving averages and volatility metrics. Across branches, the model ranks candidates using simple rules (RSI, moving-average return, standard deviation, cumulative return), applies a top/bottom filter, and assigns weights (often heavy emphasis like 100% in a sub-plot) to chosen assets. Several sub-portfolios (e.g., ARK Baller, Plaid Inner Baller) act like thematic modules that push different tilt ideas, and a voting/aggregation structure (Voting Booth) blends signals to pick final positions. The system has no automatic periodic rebalancing, relying instead on signal-triggered selections with a small corridor to modulate sensitivity.

Diversified, rule-based strategy blending Nasdaq hedges with levered tech bets, aiming for a market beta around 0.5. Out-of-sample return ~4% with diversification vs the S&P, but higher drawdown risk in stress periods.