Mechanical, short-horizon rotation among leveraged tech/market ETFs with a volatility hedge, driven by 10-day RSI signals and a KMLM switcher gate. Picks two lagging assets to hold with equal weight when conditions favor rotation; includes IRA/ROTH rules and a UVXY hedge path.

- It runs a short-term momentum screen on a set of leveraged equity ETFs and a volatility hedge (UVXY). - If UVXY looks extremely strong on a 10-day RSI, the strategy tilts toward UVXY as a hedge. - If UVXY doesn’t trigger, it looks at a pool of assets (TECL, SOXL, SVIX, BULZ, SPXL) and computes their 10-day RSIs. - It sorts those assets by RSI and picks the bottom two (the ones that appear weaker on the short window) to buy with equal weight. - A gating rule checks whether RSI(XLK,10) > RSI(KMLM,10) before applying the KMLM switcher, adding a momentum filter to entries. - The “KMLM switcher” name refers to the mechanism that decides which of the assets in the pool are included in the current rotation; the group is labeled as TECL, SVIX, or a long/short rotation (L/S Rotator). - There are two account-path variants: one for IRA/ROTH with no automatic rebalancing (rebalance none) and a small corridor, and one variant that uses a “Single Popped KMLM” trigger path. - Positions are equity-based, and weights are typically full exposure to the selected assets (100/100) or equal weights between two assets, depending on the path.

Volatility-aware tactical rotation with a UVXY hedge and two lagging leveraged tech bets. Designed to diversify and dampen downside vs the S&P, especially in volatility spikes, serving as a risk-control overlay rather than pure equity upside.