A levered-yield strategy that uses a canary RSI signal to time exposure, combines mean-reversion logic with safe-haven momentum, and toggles between risk-on levered bets and risk-off hedges to chase upside while trying to limit drawdown.

- What it tries to do: generate leveraged upside in volatile markets while limiting drawdown by using a ‘canary’ warning system, RSI-based mean reversion signals, and a set of safe-haven assets. - Core signal (the Canary): a composite RSI condition on a major benchmark (SPY) that determines if risk-taking should occur. When the canary is “on,” the strategy considers adding leverage and safe-haven momentum bets. When the canary is “off,” the default stance is cash and minimal exposure. - Leveraged bets (risk-on): when signals align, the plan may tilt toward highly leveraged equity bets (for example, levered stock ETFs) and related volatility hedges to capture quick upside in uptrends or persistent volatility regimes, depending on the exact node. Examples of leveraged or volatility-related instruments referenced include UVXY (volatility exposure) and UPRO/TQQQ (3x exposure to large-cap and tech-heavy indices). - Safe-haven momentum: a separate pathway identifies top safe-haven assets based on recent performance (e.g., gold proxies, dollar exposure, long Treasuries, commodities, energy, utilities, and volatility). It selects the top performers over a look-back period and assigns a weighted allocation (e.g., top-4 with ~40% weight distributed among them). - Risk-off and cautious modes: if additional RSI checks or momentum signals indicate risk reduction, the strategy shifts toward protective positions (e.g., long Treasuries proxies like TMF, volatility hedges like VIXM, and occasional hedges like UVXY depending on the exact node). - Means of decision: the logic uses a mix of relative strength, cumulative return, and moving-average style checks (e.g., exponential moving-average of price over a long window) to decide which group to place assets in. It is not a simple fixed rule set; it’s a tree of conditional branches that choose assets and weights based on several cross-asset signals. - Rebalancing: no fixed cadence; exposure changes are triggered by live signal conditions rather than a calendar schedule. - Practical note: the strategy relies on leveraged ETFs and volatility instruments which magnify both gains and losses; in real-world usage, you’d need robust risk controls and a clear understanding of how short-term spikes in volatility or rapid regime shifts affect returns.

Out-of-sample: ~26.5% annualized return vs SPY ~18.1%, Calmar ~0.82. Aims for higher upside in volatility using canary signals and leverage, but expects larger drawdowns (~32% vs ~19%).