A daily, rule-based tactical strategy that moves in and out of a handful of ETFs (including leveraged tech and volatility plays) using RSI momentum and simple trend checks. It starts by chasing high momentum with UVXY when major indices look extremely overbought, then pivots to aggressive tech bets or a Amazon-bull levered ETF on other favorable signals, with safety nets in bonds or inverse exposures. It’s fast-acting, levered, and high-risk, designed to ride favorable regimes while offering some protection when signals weaken.

At a high level: every day the system checks a long chain of conditions. If a given condition is true, it allocates all capital to a specific ETF (100/100 weight) and ignores the rest until the next day. The first checks look for extreme momentum in big indices (RSI on QQQ or SPY above 80). If those are true, the strategy buys UVXY (volatility-based) to ride fear/volatility. If not, it continues down the chain, potentially allocating to leveraged tech bets (TECL, TQQQ) when certain momentum/trend thresholds are met, or to Amazon-bull exposure (AMZU) when short-term price momentum confirms a bullish setup against a longer-term trend. There are also built-in safety nets: SHV (short-term Treasuries) as a capital-preservation fallback, IEF (longer Treasuries), and PSQ (an inverse Nasdaq ETF) used under alternate conditions to reduce risk. A small subset of signals uses moving-average comparisons (e.g., AMZU is chosen when a short-term EMA or price is above a longer-term MA), and others use RSI-derived thresholds or comparisons (e.g., RSI of a given asset vs a fixed threshold like 31 or 37). The daily rebalance means you start each day fresh according to the current signals. It’s a highly leveraged, momentum-tuned strategy that tends to swing between aggressive long tech/levered bets and defensive/volatility or inverse positions, rather than maintaining a broad, diversified mix. Important caveats: levered ETFs imply higher risk and capsize potential in sudden drawdowns, RSI signals can lag and misfire in choppy markets, and the exact path through the nested conditions can be sensitive to small changes in inputs. The strategy targets viewers who are comfortable with rapid shifts in exposure and understand the basic tickers involved (QQQ, SPY, UVXY, TECL, TQQQ, AMZU, SHV, IEF, PSQ, etc.).

Out-of-sample edge: ~43% annualized return vs ~19% for the S&P, with risk-managed leverage and tactical hedges. Higher upside in favorable regimes and a disciplined drawdown framework—though drawdowns can be larger in stress markets.