A daily, single-asset tactical model that uses momentum (RSI) and volatility signals to choose one instrument: a semiconductor bear ETF (SOXS) on an overbought Nasdaq signal, Nvidia or a top-momentum stock on volatility, or a broad-market hedge (SPXU), with full allocation to the selected asset.

- The strategy rebalances every day and currently always aims to hold one asset at 100% allocation (cash-equal style weight is used inside the framework, but the outer rule delivers a single asset). - Step 1 (overbought momentum cue): If the 10-day RSI of TQQQ (a 3x NASDAQ-100 ETF) is above 79, the model buys SOXS, a bear-on-semiconductors ETF (betting the semis may weaken from a stretched rally). - Step 2 (volatility/alternative paths): If Step 1 doesn’t fire, the model checks additional signals tied to very short-term moves and volatility. One branch looks at a very large one-day move in a leveraged product and can tilt toward Nvidia if those conditions align. - Step 3 (volatility-driven tilt to a top-name): If a volatility signal involving SPXU (the 3x inverse S&P 500 ETF) and a volatility proxy (VIXM) is triggered (40-day RSI on SPXU above a threshold), the model then scans three big stocks (MSFT, NVDA, XOM) and selects the one with the strongest 40-day RSI (the “top” by momentum) to own. - Step 4 (decision target): In the final step, the chosen asset (SOXS, NVDA, SPXU, or the top-ranked MSFT/NVDA/XOM) is allocated 100% of the position for the day; if none of the conditions apply, the flow could fall back to cash or another branch within the tree (as coded). - Indicators explained in plain terms: RSI is a momentum gauge (relative strength) that looks at recent price changes to identify overbought or oversold conditions. Cumulative return measures how much the price moved over a set window. The 40-day RSI is a longer-horizon momentum filter. SPXU and SOXS provide hedges/bets against broad market or semiconductor sector movements, while TQQQ is used as the market proxy for short-term momentum. - Risk/characteristics: The strategy is highly directional and uses leveraged instruments, which can amplify gains but also magnify losses. It concentrates risk in a single asset at each rebalance and relies on timely signal interpretation of the DSL rules.

Out-of-sample, this daily single-asset tactical strategy beats the S&P 500: Sharpe ≈1.62 vs 1.37; annualized return ≈82% vs 23%; Calmar ≈3.65; max drawdown ≈22%. Momentum-driven, one-position bets offer a clear edge.