A daily, single-asset rotation among UVXY, SPXL, TQQQ, SOXL, or BIL using a 10-day RSI filter. If RSI(10) of TQQQ > 80, buy UVXY; else if SPXL > 80, buy SPXL; else if RSI(TQQQ) < 30, buy TQQQ; else if RSI(SOXL) < 30, buy SOXL; else if RSI(SPXL) < 30, buy SPXL; else hold BIL. 100% position size, one asset at a time, daily rebalance with a cash fallback for neutral periods. This is a high-risk, high-reward momentum strategy using leveraged and volatility ETFs, with a mod to avoid multi-asset holdings.

On each trading day, the system checks a short-term momentum signal (RSI over a 10-day window) for a small set of ETFs. It then places a 100% allocation to a single asset based on the first signal that fires in this order: 1) if the Nasdaq-100 triple-leveraged ETF’s RSI is above 80, go into UVXY (volatility). 2) else if the S&P 500 triple-leveraged ETF’s RSI is above 80, go into SPXL. 3) else if the Nasdaq-100 triple-leveraged ETF’s RSI is below 30, go into TQQQ. 4) else if the semiconductor triple-leveraged ETF’s RSI is below 30, go into SOXL. 5) else if the S&P 500 triple-leveraged ETF’s RSI is below 30, go into SPXL. 6) if none of these conditions apply, move into BIL (cash-like). In all cases, the weight is 100% to the chosen asset (no multi-asset positions). The process is repeated daily (daily rebalance). The design aims to ride momentum when conditions look favorable and to pivot to a safer, cash-like position when markets don’t show a clear signal, while keeping only one active position to limit complexity and, as noted in the mod description, avoid holding BIL at the same time as a risk-on, leveraged bet. Important caveat: using 3x levered ETFs and UVXY entails high risk and possible large drawdowns, especially if volatility spikes or trends reverse quickly. The overall intent is aggressive momentum-driven exposure with a disciplined single-asset rule and a cash fallback.

Out-of-sample edge: 31.5% annualized return vs SPY 21.3%, Sharpe 1.11, Calmar 1.39, beta 0.85. Higher drawdowns (~22.7%), but a disciplined, single-asset RSI rotation among UVXY/SPXL/TQQQ/SOXL with cash fallback for stronger upside.