A daily-rebalanced, rules-based strategy that uses market trend and extreme momentum signals to time exposure to UVXY (volatility), with bonds (BOND) as a safe fallback. It zones between a volatility hedge and safer assets, and includes a secondary timing module based on leveraged ETFs to refine entries. Equal-weighted across active assets, equity-focused but with hedges.

This is a rules-based, daily-rebalanced strategy that mainly bets on volatility spikes when certain market signals are hit. Here’s the layman version: - It looks at SPY (a broad market proxy) to see if the market trend is generally positive (SPY above its 200-day moving average). If yes, it then checks momentum signals in big tech: is QQQ’s short-term momentum extremely strong (RSI around 79 or higher)? If yes, it buys UVXY, a fund that tends to rise when market volatility shoots up. If QQQ’s signal isn’t triggered, it checks SPY’s momentum; if SPY is extremely strong, it still buys UVXY. - If those conditions aren’t active, the strategy instead puts money into a bond ETF (PIMCO Active Bond ETF, ticker BOND) as a safer holding. - There’s a secondary, more aggressive pathway called “Buy the dips. Sell the rips. V2,” which looks at recent performance of leveraged equity vehicles (like TQQQ and others) to time UVXY entries or shifts to bonds. This is a layered, optional set of checks that can override the simpler rule when certain short-term returns are met. - Every day, the system re-evaluates and rebalances the portfolio so the weights are reset to equal across the chosen assets. The basic aim is to have a volatility hedge (UVXY) when risk signals are high, but fall back to safer bonds when risk signals aren’t favorable. - In short: if the market shows a positive trend and momentum is extremely strong, expect exposure to UVXY (volatility hedge). If not, tilt toward bonds. The setup also includes additional nuanced timing rules to catch rapid moves, but the core logic is trend plus extreme momentum signaling for volatility exposure, with a bond hedge as the default fallback.

Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500 (better Sharpe and Calmar), with substantially lower drawdowns and stronger annual gains, plus a built-in volatility hedge and bond fallback for resilience.