A daily, rule-based plan that uses short-term momentum to decide between volatility hedges (UVXY/VIXY) when SPY looks overbought, or a secondary path that may tilt toward bear semis (SOXS) or cash proxies (BIL) based on relative strength of BIL vs BND and recent returns. It blends RSI-based filters, ranking, and lookbacks across 3–13 days with a heavy tilt to volatility hedges when conditions are extreme.

- It runs every trading day. - Core decision uses a short-term momentum check on SPY (S&P 500 ETF). If SPY is very stretched (SPY RSI 7d > 76), the system goes into a volatility-hedge mode: it selects between UVXY (ProShares Ultra VIX Short-Term Futures) and VIXY (ProShares VIX Short-Term Futures) based on a momentum ranking over the past 13 days, then buys the one that ranks lowest in RSI (a contrarian tilt) and weights about 80% of the exposure to this volatility leg; the remaining weight is kept in cash. - If SPY does not show extreme overbought momentum, the strategy checks whether short-term cash (BIL) is stronger than bonds (BND) using 5-day RSIs. If BIL > BND, it continues with the volatility-oriented branch (the nested logic leads toward the volatility group again). - If BIL is not stronger than BND, the system shifts to a bear semiconductors tilt: it looks at SOXS (bear 3x on semiconductors) and BIL, and selects the top performer based on 3-day cumulative return, effectively leaning into a short-term opportunistic setup in semiconductors with cash exposure. - Lookback windows (3, 5, 7, 13 days) drive the RSI calculations and the ranking, and the entire scheme is daily-rebalanced, meaning positions can change every day according to the signals. - The assets involved include SPY, UVXY, VIXY, SOXL (bull semis), SOXS (bear semis), BIL, and BND. - The intent is to “sell the rally and buy volatility” when the market looks overextended, while offering a secondary path that can tilt toward bearish semis or cash proxies when conditions are not in the extreme overbought zone. This trades risk for potential upside capture in different regimes, but increases complexity and drawdown risk in choppy markets.

Dynamic, rule-based strategy that pivots between volatility hedges and bear semis/cash using short-term momentum. Out-of-sample: ~98% annualized return, Sharpe ~1.18, Calmar ~1.21—strong upside vs S&P with regime-aware downside protection.