A daily RSI-driven frontrunner that, when market momentum is extremely strong, allocates about 60% of the portfolio into a high-risk hedged tilt of UVXY (60/40 overall tilt into UVXY/BTAL with a 75/25 split inside the tilt), while the rest stays in cash. It seeks to capture volatility spikes and downside protection during overbought momentum, using a 75/25 UVXY–BTAL mix and a broad set of RSI checks across multiple market proxies.

- The strategy runs daily and starts with a cash-equal style weight, aiming to assign 60% of the portfolio to a special ‘Frontrunner’ module when its signals fire. - The Frontrunner uses a decision tree that looks at a 10-day RSI (momentum indicator) on SPY and other broad-market proxies. If SPY’s RSI is above a high threshold (e.g., greater than 79), it triggers a tilt into a volatility/anti-beta hedged position. - The hedged position is a 75/25 mix of UVXY (volatility-linked ETF) and BTAL (anti-beta equity strategy). In other words, about 45% of the portfolio would be in UVXY and about 15% in BTAL on days the signal fires, with the rest in cash. - If the trigger is not met, the system generally keeps the remaining capital in cash, rather than buying broad-market stock ETFs, keeping risk lower. - The portfolio rebalances daily, and the overall strategy is labeled for exploration of “frontrunner” ideas rather than a traditional long-only exposure. - The model uses a web of RSI checks across several tickers (SPY, IOO, QQQ, XLF, XLY, VOX, XLF, etc.) to determine breadth and strength; only when the chain supports the strongest signal does the 60% allocation to the UVXY/BTAL tilt get activated.

RSI-driven front-runner tilts 60% into a UVXY/BTAL hedge only on extreme momentum; otherwise stays in cash. OOS: ~16% annualized return, Calmar 0.71, Sharpe 0.55. Delivers risk-managed exposure and diversification alongside SPY.