A one-day, regime-based ETF strategy that shifts between safe Treasuries and various gold-related exposures (gold, gold miners, and leveraged/miner ETFs) guided by UVXY volatility and GLD trend signals; it uses a structured hierarchy of volatility bands and simple price/return checks to decide what to buy and how much to allocate (no regular rebalancing).

On a 1-day horizon, assess market volatility with a 30-day UVXY RSI. Classify volatility into Extreme, High, Medium, Low, or Very Low bands. In each band, pick from groups (Gold, Gold Bull 2x, Gold Short 2x, or cash-like SHY) using signals such as GLD price vs 5-day average and GLD’s recent returns. Allocate weights within the chosen group (e.g., 70/30 split) and do not rebalance on a fixed schedule. The goal is to protect in volatile times by moving to Treasuries, or to participate in gold gains (or miners) when signals confirm an uptrend, including leveraged bets only when risk signals align. Gating signals are mostly RSI thresholds on UVXY and GLD trend signals, with some cumulative return checks to avoid chasing false breakouts.

1-day volatility-tuned strategy shifts to Treasuries and gold when volatility rises, with a low SPY beta (~0.12) for diversification and capital protection; out-of-sample Sharpe ~0.74 and Calmar ~0.51—not SPY mirroring.