A daily, multi-layered momentum/volatility signal system that selects between UVXY and TQQQ using QQQ momentum (RSI) plus longer-term sector/volatility filters, with equal-weight signals and daily rebalancing.

- The system starts with a cash-equal base and looks for signals to place a trade in UVXY or TQQQ. - It uses QQQ’s 10-day RSI as a momentum gauge: if RSI(QQQ,10) > 80, it targets UVXY (volatility exposure); if RSI(QQQ,10) < 30, it targets TQQQ (bullish Nasdaq exposure). - There are additional, deeper checks (Signal 2.1, 2.2, 2.3) that combine longer-term returns and volatility measures from other ETFs (e.g., XL U, XLP, VBF, IGIB) to filter or confirm the signal. - The nested “cumulative-return” and “standard deviation” tests compare various assets’ performance over windows (70, 75, 50 days, etc.) to identify the strongest candidate signals. - The signals are grouped and ranked (e.g., “Signal 2.1”, “Signal 2.2”, “Signal 2.3”) and ultimately a top signal set is chosen with equal weighting (100/100). - Rebalancing happens daily, so positions can be opened/adjusted every trading day based on the latest composite signal.

Low-beta momentum/volatility strategy rotating between UVXY and TQQQ for strong risk-adjusted returns out-of-sample. Calmar ~2.31, drawdowns ~5%, Sharpe ~1.17 vs S&P—fewer market swings with meaningful upside potential.