A regime-based, rule-driven strategy that toggles between TQQQ, UVXY, and cash/bonds using RSI and other momentum/volatility signals to exploit mean reversion in tech and protect against volatility shocks.

A hierarchical rules engine decides what to own at any moment. It starts by checking if tech is in extreme condition (TQQQ RSI overbought). If so, it goes into UVXY to capture volatility. If not, it assesses broader volatility and market strength/weakness signals to decide whether volatility hedges are still warranted or if a mean-reversion play on TQQQ is more appropriate (buy TQQQ when it looks oversold). If neither applies, it looks at cash/bond signals to determine a safer stance (cash via BIL or bond proxies like TMF, BND, IEF, TLT). The engine uses mostly single-asset allocations (often 100% to the chosen exposure) with occasional partial allocations (e.g., 85/15 splits) in some branches. Signals are derived from momentum (RSI), recent returns, max drawdown, and relative strength comparisons between markets (stocks vs bonds) and instruments (QQQ vs SPY). The overall aim is to protect against big downside events while exploiting short-term mean reversion in tech and selecting safer assets when risk rises. Notes: - RSI is a momentum metric (overbought/oversold) for a given ticker over a window of days. - UVXY is a short-term volatility bet; TQQQ is a high-risk tech bet. - BIL and bonds provide ballast and reduce drawdown in risk-off regimes.

Outperforming S&P with material upside: ~35.7% annualized vs ~17.4%, aided by regime-switching, volatility hedges, and a tech mean-reversion tilt. Built-in risk controls and cash/bond ballast aim to protect in shocks while chasing bigger gains.