A daily-rebalanced, momentum-driven mix of volatility tilts (UVXY) with hedges (BIL/BTAL) and diversifiers (GLD, TMF, QLD, SPY/QQQ proxies) across a Four Corners framework to chase upside while controlling risk.

- The strategy is rebalance daily and starts with two main blocks: Feaver Frontrunner V2 (60% weight) and Four Corners Zoop Boost (40%). - It computes short-term momentum signals using 10-day RSI for several broad-market proxies (SPY, IOO, QQQ variants, VOO, XLF, etc.). RSI above a high threshold (around 79–84 in many branches) triggers tilt toward UVXY (a volatility-related ETF) with a companion hedge (often BIL and BTAL). - The core tilt often looks like UVXY at large weights (e.g., 75%) with a hedge mix (e.g., 25% BIL/BTAL) when momentum on the market proxy is strong. If the RSI thresholds aren’t met, the strategy explores other branches that assign different mixes (e.g., UVXY with 50/50 BIL/BTAL, or alternate groupings that combine UVXY with GLD, TMF, QLD, etc.). - The Four Corners layer adds additional tilts using a different set of assets (such as TMF for Treasuries, GLD for gold, QLD/QQQ-based proxies for growth, and VIX-related concepts). It uses scale-ins and “VIX Blend” ideas to adjust exposure to volatility across time horizons, sometimes with long-term moving-average or cumulative-return considerations baked into the decision process. - The result is a dynamic, signal-driven mix designed to participate in upside when momentum is favorable, while hedging risk with cash-like or uncorrelated assets and with hedges when momentum signals flip. The arrangement relies on a lot of tickers that are common in modern portfolios (UVXY, SPY, QQQs, GLD, TMF, BIL, BTAL, SQQQ, SPXL, PSQ, QLD, etc.). - Important caveats: this is a tactical, leverage-tilted, short-horizon strategy. It can experience large drawdowns in trending regimes that don’t align with the RSI thresholds, and UVXY-based positions can decay over time if volatility spikes are temporary or rotund without sustained stress. The approach assumes frequent rebalancing and a willingness to cycle into and out of highly volatile instruments.

Out-of-sample Sharpe ~1.0 vs S&P ~0.86; oos annualized return ~43% vs ~15% for the S&P. Calmar ~1.91 signals strong risk-adjusted gains, with hedges and volatility tilts offering diversification despite occasional drawdowns (~22.7%).