A two-branch, daily-rebalanced rule-based strategy that (a) selects a single core equity tilt based on RSI momentum across sectors/ETFs, and (b) may switch to a volatility/short-term- Treasuries hedge (UVXY+BIL) under specific RSI and other signal conditions. It uses KMLM as a momentum reference, aims to be unlevered, and allocates 100% of capital to the chosen path each day.

Two main branches are evaluated every day: - Core Equity Tilt (the default path): compare RSI momentum between ETFs (notably XLK vs KMLM, IYT, CORP, QQQ, SPY) with short lookbacks (10–21 days) to pick a strong performer (often QQQ or related tech/market-cap heavy ETFs). The result is a 100% allocation to that chosen equity exposure for the day. The decision steps are nested checks that prioritize the strongest RSI signal across a few assets and thresholds. - 100% Win Rate UVXY + BIL Beater (the hedge sleeve): if volatile conditions appear favorable according to a chain of RSI checks (e.g., UVXY RSI above a threshold, and other assets’ RSI readings above thresholds, sometimes with a tail-risk or cumulative return test on CAOS or related ETFs), the strategy allocates 100% to the volatility/short-term treasury sleeve (UVXY and BIL mix) instead of the core equity tilt. There are additional fallback checks (e.g., TQQQ RSI, SPY RSI) to decide whether to stay with the hedges or revert to the equity tilt. - Rebalance cadence: every trading day, the algorithm re-evaluates the conditions and assigns the entire capital to the chosen path. - Tickers involved: QQQ (tech-heavy large-cap), SPY (broad market), XLK (technology sector), IYT (transportation), CORP (unspecified but treated as an equity ETF in the logic), XLP (consumer staples), XLU (utilities), UVXY (volatility futures), BIL (short-term Treasuries), TQQQ (levered tech in one sub-case), CAOS (tail-risk ETF), KMLM (benchmark/reference RSI). The entire set sits under the umbrella of EQUITIES, with a hedge sleeve including volatility and Treasuries.

Unlevered, daily-rebalanced strategy with RSI-driven core tilt and a volatility hedge. Out-of-sample, Sharpe is similar to the S&P, but drawdowns are lower (4.1% vs 5.1%) and Calmar ~4.43—offering resilience in volatile markets.