A daily, rule-based momentum strategy that rotates among leveraged equity ETFs and volatility hedges (UVXY) using RSI-driven signals, with a cash-equal baseline. It aims to ride momentum in tech/semis/biotech while hedging volatility, but it is high-risk due to leverage and complex conditional logic.

- It rebalances every trading day. - It starts with a cash-equal baseline, then runs a long chain of nested if-then tests. - Each test computes a momentum signal (10-day RSI) for a reference ticker (e.g., VTV, TQQQ, UPRO, SOXL, XBI). - If a test’s condition is true, it selects a corresponding asset (e.g., UVXY 1.5x or UVXY 2x, UPRO, TQQQ, SOXL, TECL, XBI, BIL, UGL). - RSI thresholds are aggressive (e.g., >78, >79, >82) to signal overbought/strong momentum setups. Some tests also compare current price to an exponential moving average to gauge trend direction. - If volatility/RSI conditions are triggered, the system may allocate to UVXY (volatility hedge) or tilt toward a sector bet (tech/semis/biotech). - When a specific RSI signal is satisfied on a sector proxy, the code routes to the corresponding ETF (e.g., TQQQ for tech, SOXL for semis, XBI for biotech). - If a very high RSI on a defensive proxy appears (e.g., SOXL RSI > 82), the logic may move into a cash-like position (BIL) to reduce risk. - The overall outcome is a single chosen asset (or cash) for the day, with weighting implied by the structure, aiming to ride momentum while hedging on volatility. The final classification is EQUITIES-based exposures with a cash-equal theme as the baseline. - Note: Levered ETFs reset daily and are highly volatile; this strategy amplifies both gains and losses and requires careful risk management.

Out-of-sample data not yet available. Strategy aims to beat the S&P by using RSI-driven momentum into leveraged tech/biotech bets, with UVXY hedges and a cash baseline to manage risk, seeking higher upside with disciplined risk control.