A dense, backtest-driven rotation system centered on KMLM, using RSI and other momentum/volatility metrics to pick 1 asset (often UVXY or KMLM-family or tech-levered ETFs) and rotate through hedges, with many variant branches and notes on backtest performance.

This is a dense, branching rule-set that scans a big pool of ETFs (KMLM, UVXY, TECL, SOXL, SVIX, UUP, VIXM, TLT, BND and others, including niche vehicles like FNGU and QQQ-related funds). Each branch applies momentum-like tests (RSI thresholds, moving averages) and sometimes risk measures (standard deviation, cumulative return) to choose which asset to own. In many branches the rule ends up allocating 100% of cash to a single instrument, effectively yielding a one-asset-at-a-time rotated strategy. The branches with names like “Longer BT” and “STD instead of CR” reflect backtest variants that favor longer backtests and standard-deviation style ranking over correlation-based criteria. A frequent pattern is to search a small set (e.g., TECL, SOXL, SVIX, etc.), sort by RSI or volatility, then pick the top or bottom one and assign full weight (100/100) to it, sometimes layering hedges or switching into volatility/long-short blends when risk signals fire. The strategy explicitly references KMLM as a core or switchable exposure and often layers hedges through UVXY and other VIX-related instruments. The user-facing interpretation is that this is a sophisticated, backtest-informed rotation system aimed at leveraging momentum and volatility patterns, with a strong emphasis on KMLM and a broad volatility/tilt toolbox. The complexity means it requires careful understanding and testing before real-money use, and the many variant branches suggest different risk/return profiles depending on which path is activated at a given time.

Dynamic rotation across momentum and volatility ETFs diversifies risk and targets upside beyond the S&P. About 35% OOS annualized return with a Calmar ~0.89 offers potential alpha and volatility hedges, complementing a pure S&P core.