A momentum-driven, RSI-based rotation among leveraged tech/QQQ ETFs with volatility hedges and cash-like positions, using KMLM as a benchmark to guide when to tilt into or out of riskier exposures.

A rule-based system watches many ETFs and applies RSI momentum checks. If an asset’s RSI over a short window is very high (often >81) relative to a KMLM benchmark, it shifts into a leveraged/sector tilt (e.g., 3x tech with TECL/TECS, or QQQ-related bets). If not, it rotates through other assets or hedges (UVIX, VIXY, VXX) or moves into cash-like or broad-market hedges (SPXU/SPYU, BIL). It uses nested IF/ELSE paths to decide which asset to own and how much (often 100% allocations to a single target or 0%). Some blocks scale in and out (partial allocations, multiple layers like “1.5x VIX Group,” “VIX Blend,” and “BWC Scale In VIX w/ VIXY RSI Check”). The system also includes a “Do Not Use These” bucket for exclusions and a separate variant that avoids shorting. The overall aim is to ride momentum in tech and related sectors while hedging risk via volatility products and cash-like assets, all anchored to the KMLM benchmark.

Dynamic tech-momentum rotation with volatility hedges aims to ride big rallies while managing risk. In OOS, returns are ~23.7% vs SPY ~27%, but drawdowns are larger (~25.6% vs ~5.1%), offering diversification and a disciplined risk framework in volatile regimes.