A rule-based, RSI-driven, multi-asset strategy that rotates between volatility bets, semiconductor momentum, and a tech mega-cap basket, allocating heavily to the strongest signal and using leverage in select trades to ride momentum across different market regimes.

- Scan a set of assets (SPY, SOXX, SOXL, SOXS, UVXY, VIXY, VIXM, a NASDAQ/tech basket) using RSI over various lookbacks (6, 10, 14, 45 days) and compare some RSI values across assets (e.g., SPY vs SOXX, BIL vs SOXX). - If SPY shows an overbought signal (RSI high) then rotate into volatility plays (UVXY or VIXY) with a heavy weight (about 80% of capital) chosen via a ranking rule (e.g., lowest RSI or strongest momentum among vol ETFs over a 13-day window). - If not in the volatility-overbought regime, evaluate semiconductors: compare RSI patterns (SOXX, SOXL, SOXS) and apply a mix of long or inverse semiconductor exposure depending on RSI thresholds and cross-checks with BIL or other references. Weight decisions are guided by a top/bottom selection and a cumulative-return sort over 45 days in some branches. - In parallel or fallback branches, assess a tech mega-cap basket (MSFT, AAPL, NVDA, TSLA, AMZN, GOOGL, META, etc.). When signals align (RSI and relative-strength conditions), take a top-N position in this basket (often 2–3 names) with a high weight (up to 90–100). - The overall approach aims to be highly directional and opportunistic, favoring a single best signal with a large allocation, while using other branches as backups if the primary condition isn’t met. It also leverages both equity-style and volatility-style instruments to capture different market regimes. - Important caveats: leverage, rapid regime shifts, and reliance on RSI across multiple assets can lead to amplified losses in choppy markets; thorough backtesting and risk controls are essential for real-world use.

Out-of-sample: ~62% annualized return with Sharpe ~1.01 and Calmar ~1.44, vs S&P. A momentum-rotation strategy that pivots to volatility and semis on signals—aiming big upside with disciplined risk, though drawdowns can be larger in choppy markets.