A daily, RSI-driven tactical strategy that blends stock exposure (SPY/QQQ) with a layered volatility hedge (VIX/VIX futures ETFs and anti-beta/low-vol funds) to ride uptrends while protecting against spikes in volatility. It uses multi-layer signals, price-trend checks, and occasional leveraged bottoms plays to adjust exposure and hedges.

- The plan rebalances daily and tests signals across a mix of stock ETFs (SPY, QQQ, IOO) and volatility/hedge instruments (UVXY, VIXY, VXX, VIXM, SVXY, SVIX, UVIX, BTAL, USMV, PSQ, etc.). - It uses RSI (a momentum indicator) on several assets over different windows to gauge whether an asset is overbought or trending too hot, and it uses a price-versus-moving-average check to confirm the market’s trend state. - If signals point to a healthy market (risk-on), the strategy tilts toward equities but layers in hedges via a “VIX Blend” to soften risk if volatility starts rising. The VIX Blend combines long volatility vehicles to capture spikes in fear. - As signals worsen, the system escalates hedging in a staged fashion (Scale-In VIX+ → VIX++), gradually increasing protection with combinations like UVXY, VXX, VIXM, and BTAL/USMV to dampen downturns without sacrificing upside. - There is occasional opportunistic exposure to more aggressive plays (e.g., a bottom-picking tilt using leveraged QQQ proxies like TQQQ) when a bottom-like signal is detected, seeking amplified upside during a likely rebound. - The framework includes “Volmageddon Protection” logic to avoid large drawdowns by favoring anti-beta and low-vol assets when risk indicators hit thresholds. - The overall asset class is EQUITIES, but the selection oscillates between stock risk and volatility hedges, with a mind toward smoothing drawdowns while preserving upside when conditions improve. - In short, it’s a dense, signal-driven, momentum-and-volatility-aware mix of long stock exposure with a built-in shield against abrupt spikes in market fear, rebalance-daily, and dynamically weighted across a broad ETF universe.

Out-of-sample, the strategy offers superior risk-adjusted gains versus the S&P: higher Sharpe (1.94 vs 1.40), Calmar ~4.53, and strong upside with layered volatility hedges designed to dampen drawdowns while preserving gains.