A daily, rule-based strategy that toggles between a defensive inverse-volatility basket and an opportunistic high-beta/tech tilt, using RSI and price-position signals to decide which assets to hold and how much to weight them (often starting from cash).

A rule-based system starts with 100% cash each day and runs a two-branch decision tree. First branch (Frontrunner -> Inverse Vol Blend) kicks in on volatility/momentum cues (RSI between VIXY and broad-market signals, price-position checks against SPY). When active, it allocates to a small, defensive basket (LLY, NVO, COST, GE) with specific weights to form a steadier return profile. Second branch (Dip Buy -> High/Low Beta) activates on oversold or dip signals in higher-beta/tech assets (SOXL, TECL) with anti-beta (BTAL) and high-beta (SPHB) as alternatives. The decision paths rely on RSI values, price vs. 200-day moving average, and relative strength checks. The net result is a daily, signal-driven mix that can swing between cash, a defensive low-vol basket, or levered tech/high-beta plays depending on the market regime.

Two-regime, rule-based strategy toggling between defensive inverse-volatility and opportunistic high-beta bets. Out-of-sample: ~65% annualized return, Calmar ~2.25—strong risk-adjusted upside and drawdown control vs SPY.