A daily, rules-based, cash-first system that only goes long when a tight set of momentum/volatility signals align; otherwise it stays in cash, selecting a single asset (often a large-cap ETF or a low-volatility basket) based on tight RSI/volatility thresholds and a SPY trend filter.

- The strategy rebalances daily and mostly keeps 100% cash unless a very specific set of signals turns favorable. - It uses a volatility proxy (VIXY) and a broad market proxy (SPY) to compute momentum signals over a short window (about 10 days). If these signals exceed a high threshold (RSI-like reading around 80) in favor of favorable conditions, it assigns all capital to a single asset (weight 100/100) rather than spreading across many assets. - A trend filter checks whether SPY is trading above its 200-day moving average, helping decide if risk should be taken. - If the high-volatility condition is not met, the engine slides through a chain of alternative branches that may point to holding cash or selecting other assets such as broad market ETFs (SPY, QQQ, XLK, XLP, XLF, VOX) or an “inverse-vol” basket that includes a group of large-cap names (e.g., LLY, NVO, V, JPM, WMT, UNH, MA, PG, JNJ, HD, MRK, COST). - The “inverse-vol” arm suggests a tilt toward lower-volatility or more stable holdings when conditions allow, though the exact weights are not shown beyond 100% cash or full allocation to a single asset. - The strategy emphasizes risk control via volatility and trend checks and aims to avoid drawdowns in stressed markets by defaulting to cash. - In summary, it’s a rules-based, all-in/all-out style approach that seeks to enter favorable momentum into a curated set of large-cap assets only when signals align, otherwise staying in cash to protect capital.

Out-of-sample, this strategy delivers stronger risk-adjusted upside than the S&P: ~52.8% annualized vs ~21%, Calmar ~1.9, with cash-first risk controls. Drawdowns can be larger in downturns, but capital is preserved until signals align.