A daily-rebalanced botnet using RSI momentum on 3x ETFs (TQQQ, SPXL, SOXL) to buy oversold signals and switch to UVXY on overbought/volatility signals, with a bond-market overlay (BIL, BND, IEF, TLT) to gauge macro regime. Equal-position sizing aims for multiple quick bets in a high-risk, high-leverage setup.

- RSI is a momentum indicator that measures how strong recent price moves are; higher numbers (close to 70–80+) suggest the price has risen a lot recently, while lower numbers (close to 20–30) suggest it has fallen recently. The strategy uses several RSI signals to decide what to buy. - Core bets target three 3x leveraged equity ETFs: TQQQ (Nasdaq-100), SPXL (S&P 500), and SOXL (semiconductors). When the RSI of a given 3x ETF is very low (around or below 30), the bot buys that 3x ETF on the expectation of a rebound. - When the RSI of a 3x ETF is very high (around or above 80), the bot goes into UVXY, a volatility-related ETF, to try to profit from a sharp move in market volatility (or to hedge risk). - There are parallel routines that watch for extreme momentum in the same 3x ETFs and also consider a volatility-driven path (UVXY) tied to those signals. - In parallel, the system runs a “Pop Bot (SPY vs BND)” layer that looks at momentum between the broad-stock market (SPY) and the bond market (BND) using longer RSI windows (e.g., 60-day and 200-day) to gauge whether the market environment is favorable for risk-on assets or for safer money in Treasuries. If signals imply stress or a non-risk-on regime, it may introduce short-term Treasuries (like BIL) into the mix. - The whole setup uses cash-equal weighting, meaning when a signal fires, it allocates capital evenly across the active recommendations. The rebalancing cadence is daily. - The ticker set includes UVXY (volatility), TQQQ/SPXL/SOXL (3x long), SPY (S&P 500), and bond-related ETFs like BND, BIL, IEF, TLT, to implement the macro overlay. - Overall, it’s a high-risk, high-frequency style approach intended to ride rapid moves with leverage and to hedge with volatility during stressed periods.

Out-of-sample, this strategy targets ~64% annualized return with ~35% max drawdown, outperforming the S&P’s ~23% return and ~19% drawdown. Strong risk-adjusted performance (Sharpe ~1.40, Calmar ~1.81) from momentum plus volatility hedge and macro overlay.