A daily, rule-based tactical strategy that shifts between cash, broad market exposure, leveraged tech bets, and volatility/anti-beta hedges using RSI momentum and trend signals, with a K-Switch gating tech-tilt decisions and a volatility-hedging overlay.

- What it is: a daily-built, rule-based plan to allocate a U.S. equity portfolio across cash, broad market, tech-focused bets, and hedges. - Core inputs used: price versus a long-term trend (200-day moving average), 9-day momentum (RSI) signals on multiple assets, and a threshold reference called KMLM that gates certain switches. - How it decides exposure: 1) It checks if SPY (broad market) is trading above its 200-day average. If yes, the regime is considered favorable for risk-taking; if no, risk-off or hedging rules apply. 2) It runs momentum checks on tech and related assets (for example XLK, TECL, TQQQ, SPXL, SQQQ, SVIX, BTAL, SVIX, SHY, BIL). A higher RSI on a given asset suggests stronger upside momentum; a very high RSI can trigger protective or hedging actions, while a low RSI can signal buying opportunities on the laggards. 3) A “K-Switch” gate (involving XLK and the KMLM value) decides which tech/volatility sleeve to target. In practice, it looks at relative momentum and selects (a) tech-long tilt with hedges, or (b) tech-long tilt with fewer or no shorts, depending on the signal mix. 4) The strategy creates groups, often with equal cash weighting across chosen assets, and then selects specific instruments to hold from those groups (e.g., TECL and SVIX in a “Tech with Shorts” branch, or alternatives like SQQQ/SHY when risk-off is favored). 5) The system includes a volatility-hedging node labeled “Vol Spike BSC*” that uses cash-like assets (e.g., BIL) and hedges (SVIX, BTAL) when volatility spikes, aiming to reduce drawdown. - What you actually own on a given day (example paths): - Cash-like ballast (BIL) and possibly SHY (short-term bonds) when risk is high. - In favorable tech regimes, you may hold leveraged tech exposure (TECL or TQQQ) paired with hedges (SVIX or SVIX-related positions) to capture upside while limiting volatility. - In uncertain or down regimes, you might tilt toward hedges (SQQQ, SVIX) plus a small cash/bond sleeve, reducing equity beta. - Why it can work: by combining trend confirmation (200-day rule), momentum (RSI across assets), and a dynamic switch between tech-led longs and hedges, the system aims to participate in sustained uptrends (especially in tech) while dampening losses when volatility or breadth weakens. - Risks and caveats: heavy use of leverage (TECL, TQQQ) can magnify losses; the rules are complex and can whip between states with noisy signals; performance depends on how effectively RSI and KMLM gating align with real regime shifts; you should be aware of potential drawdowns during abrupt regime changes or when multiple signals conflict. - What to watch for: daily rebalancing means turnover can be high; pay attention to leverage costs, rollover, and how quickly the switches react to fast market moves.

Dynamic, rule-based tactical strategy shifts into tech bets and hedges; in out-of-sample tests it aims to capture tech upside while dampening volatility with cash/hedges—a disciplined alternative to the S&P 500.