A daily RSI-driven screen that uses IOO as a macro filter and UVXY as a volatility hedge, then selects a single leveraged/sector ETF to own (100% weight) when multiple momentum signals align; otherwise shifts into cash or Treasuries as a fallback.

Every trading day the system runs from the inside out. First, it checks IOO’s momentum (RSI) over a short window (10 days). If IOO’s RSI is above 80, the rule-set leans defensive, favoring cash-like or hedged positions. If IOO isn’t in that extreme zone, the strategy searches a group of leveraged or thematic ETFs (eg, TQQQ, SOXL, LABU, TECL, SPY, etc.) using RSI with different lookbacks (10, 14, and 60 days) to see which assets meet aggressive momentum conditions (for example RSI signals like TQQQ > 81, or UVXY-related thresholds). Some branches require the volatility signal (UVXY RSI) to be strong as a separate condition. If an asset passes its RSI tests, the strategy often ranks candidates by recent performance and selects one to own with a full allocation (100% weight). If no candidate passes, the system shifts to cash-like or Treasury-based alternatives (eg, BIL, TMF, TMV) as a fallback. The overall aim is to capture big upside when momentum is confirmed, while keeping a defense in place if broad market signals become overheated or uncertain.

Out-of-sample edge: ~30% annualized return vs ~17.5% for the S&P, Calmar ~1.08, and positive alpha. Uses IOO-macro filter + UVXY hedge to capture big upside on momentum signals, with cash/treasury fallbacks to control risk.