A rule-based, RSI-driven tactical allocator: oversold market -> long tech on TECL; if not, hedge with volatility ETFs or switch to an inverse-volatility stock basket; or park in BIL as a safety net. No regular rebalancing; levered and hedged exposures mean higher risk and complexity.

What it does for a user: It watches a momentum gauge (RSI) on a Nasdaq proxy (TQQQ) and, based on how hot or cold the market looks, chooses where to put your money today. If the market looks oversold (RSI under about 27), it shifts into TECL, a triple-leveraged bet on technology, to try for a quick rebound. If the market isn’t oversold, it runs through a series of signal checks on volatility-related ETFs (UVIX, VIXY) and sector/stock proxies to hedge risk or tilt toward other plays. A final option is an inverse-volatility stock basket (a mix of big-name stocks chosen to be less volatile), or, if nothing lights up, a safe cash-like position in BIL (short-term Treasuries). There is no ongoing fixed rebalancing; updates occur when a signal fires. Boxed signals and thresholds (RSI windows and high/low cutoffs) drive the choice, not a calendar-based schedule. In practice you might see the portfolio hold TECL on some days, switch to UVIX or VIXY on other days, fall back to a diversified stock basket, or park funds in BIL, depending on the current RSI readings. Important to know: leverage and volatility hedges can magnify losses as well as gains, and daily resets can erode returns in choppy markets. This is a tactical, not a buy-and-hold, approach aimed at capturing short-term moves while trying to dampen drawdowns with volatility hedges.

RSI-driven tactical overlay shifts into tech on oversold signals while hedging with volatility ETFs. It offers diversification and a lower market beta (~0.3), aiming for downside protection even if OOS returns lag SPY.