A daily, rule-based switcher between UVXY (volatility hedge) and TECL, with a fallback 3-asset rotation (TMV/TMF/SVXY/VIXM/FTLS/KMLM/UUP) chosen by a low-volatility screen. Uses short-term RSI momentum signals to decide which sleeve to run, aiming for upside in momentum years and risk protection during volatile spikes.

- It rebalances daily and starts with a cash-equal posture in the “TECL KMLM switcher” layer. - The system looks at short-term momentum: it computes RSI over 10 days for several assets (for example QQQE, VTV, VOX, TECL, etc.). If the RSI is very high (above 79) for a given reference asset, it goes long UVXY (a volatility-focused ETF) as a hedge/tilt toward volatility. - If the RSI conditions are not all met, the code steps through additional similar checks, often targeting UVXY in a nested fashion or moving toward a leveraged tech exposure (TECL). - If none of the RSI-driven branches fire, the strategy drops into a YOLO-style rotator: it considers a pool of assets (TMV, TMF, SVXY, VIXM, FTLS, KMLM, UUP) and picks the three with the lowest recent volatility (standard deviation of returns) over a short window, then allocates evenly among those three. - In short, the plan is: (a) chase short-term momentum signals to pick between volatility tilt and tech exposure, and (b) when momentum signals aren’t decisive, switch to a low-volatility three-asset rotation that includes futures and hedged/alternative exposures. - The whole setup is described as having backtest drawdown mismatches, implying caution about past performance versus live results and possible sensitivity to lookback, data, or execution details.

Out-of-sample edge vs the S&P: Sharpe ~1.38 vs 1.30, Calmar ~3.89, annualized return ~107% vs ~24%, powered by dynamic hedging and a disciplined low-volatility sleeve. Higher drawdown (~27.5% vs ~18.8%), but stronger risk-adjusted upside.