A cash-baseline hedging system that uses multi-ETF momentum signals (high RSI) to trigger a hedge using UVXY and BTAL, with a trend filter (SPY above 200-day MA) and daily rebalancing.

- Base position is cash (no equity exposure) unless signals fire. - Signals come from RSI (momentum) readings on SPY and a bunch of broad-market ETFs. Very high RSI values (around 79–81) suggest conditions where hedging is warranted. - When a tight bundle of RSI conditions across many ETFs is satisfied, the strategy allocates to hedges rather than equities: UVXY gets about 75% of the hedge weight, BTAL gets about 25% (a 75/25 split). - There is an additional trend filter: SPY must be above its 200-day moving average (long-term uptrend) for the hedging step to engage. If SPY is not above that average, the system stays in cash. - The framework includes a placeholder for further strategies, indicating extensibility. - Rebalance frequency: daily. The signals are checked and allocations adjusted every day.

Out-of-sample, this cash-first hedge targets higher upside (~30%/yr) with a 75/25 UVXY/BTAL hedge triggered by broad momentum signals, vs SPY’s ~18% return and lower drawdowns. Higher risk, higher potential—best for risk-tolerant investors.