A daily tactical strategy that toggles between buying volatility when the market is overbought and taking momentum-based bets on semiconductors or short-term bonds, using short RSI and 3-day performance signals to pick a single asset each day.

A daily-tactical system that: - Checks SPY momentum; if SPY looks very overbought (RSI > 76), buy the volatility ETF that has weaker recent momentum (UVXY or VIXY) with about 80% of cash. - If SPY isn’t overbought, compare short-term vs broad-bond momentum (RSI of BIL vs BND). If short-term Treasuries look stronger, pick the top performer over 3 days between SOXL and BIL. If not, pick the top performer between SOXS and BIL. Rebalance daily. - Uses short lookbacks (3–13 days) to rank momentum and recent performance, then narrows to a single asset on each decision point. - The assets used are UVXY, VIXY (volatility), SOXL, SOXS (semiconductors), BIL, and BND (bonds).

Out-of-sample edge: Sharpe ~1.32, annualized return ~128% vs SPY ~21%, Calmar ~1.58. A daily tactical tilt among volatility, semis, and short-term bonds seeks bigger upside with disciplined risk versus buy-and-hold SPY (drawdowns possible in stress).