A volatility-aware, non-leveraged portfolio that toggles between diversified equities and hedges (via VXZ, VIX ETFs) with front-end risk checks. It hides from scary markets by shifting to cash/T-bills and uses SVXY/VIX hedges and bottom-pick mechanisms to protect and opportunistically overweight during calm times.

NOVA starts with an Isolated Volatility Bomb Block that checks volatility signals (primarily via VIX-related ETFs such as UVXY, VIXY, VIXM, VXZ). If volatility is “too scary” or market risk is high, the system leans into safer assets (cash equivalents like BIL or short-term Treasuries) and hedges rather than chasing upside. If volatility signals are not alarming, the strategy proceeds to a Best No Leverage core that buys a diversified basket of equity-oriented assets (SPY, QQQ, and sector/factor ETFs like XLK, IXN, IOO, SOXX) with weights that can shift toward tangential exposures (GLD/SLV/DBC for commodities or other hedges). A web of sub-strategies (Volmageddon Protection with SVXY, Bear/Bull Cross mechanisms, and Mean Reversion / Pick Bottom groups) adds hedging overlays or tactical tilts to manage risk and seek opportunistic entries. The system weighs assets and rebalances daily, aiming to avoid large drawdowns in spikes while attempting to capture upside in calmer markets. It explicitly replaces UVXY-based logic with VXZ-driven checks to reduce decay and path-dependency, while using VIXY/VIXM in targeted hedging contexts. In short: a volatility-aware, non-leveraged framework that moves between risk-on equity exposure and defensive hedges/cash, guided by explicit volatility rules and a tiered decision tree.

Volatility-aware, non-leveraged strategy that hedges and holds cash in turbulent markets while pursuing equity upside in calmer times. OOS drawdown 12.7% vs 18.8% for the S&P; Calmar 1.22; lower beta, solid risk-adjusted returns.