A momentum-into-volatility hedge that triggers UVXY whenever any key ETFs show extreme short-term strength (RSI > 79 on multiple tickers). It includes regime-based hedges and risk checks, aiming to protect against crashes rather than grow equity steadily.

- RSI is a momentum metric that shows if an asset's price has moved strongly up or down recently. In this strategy, you look at a 10-day RSI on several broad market ETFs. If any of them has RSI > 79, that’s considered an extreme up-move that may precede a sudden reversal or spike in volatility. - When such a signal hits for any of the tickers (QQQE, VTV, VOX, TECL, VOOG, VOOV, XLP, QQQ, SPY, etc.), the system allocates 100% of capital to UVXY, a fund designed to gain when market volatility spikes. In plain terms: if the market looks stretched and fragile, buy volatility to hedge. - If none of those RSI checks triggers, the model keeps checking other tickers in a long chain; the core outcome remains to avoid equity exposure unless a signal calls for a hedge. - The later parts of the tree reference potential hedges or shorts (PSQ, SQQQ, TQQQ), used when there has been a meaningful crash or when risk signals imply regime changes. These parts are described as “deleveraging” or switching to short/defensive exposures when the market shows recovery or signs of being in a sideways or crash-prone regime. - There are additional risk checks based on recent performance of QQQ (cumulative return, max drawdown, moving averages) that influence whether to stay invested in risky assets or move toward cash/hedges. Overall, the strategy is not a traditional long-only approach; it seeks to time hedges into volatility on extreme momentum signals and use inverses/shorts in regime-change scenarios.

Out-of-sample Sharpe ~1.93 vs SPY ~0.98, alpha ~0.97, and Calmar ~4.57 indicate superior risk-adjusted performance. This volatility-hedged momentum strategy aims to protect during crashes while delivering stronger upside than the S&P 500.