A daily, rule-based tactical strategy that alternates between volatility hedges (to thrive in market jitters) and levered tech/semiconductor bets (when conditions look oversold and bonds support risk), using short-term momentum signals to pick a single asset at a time. High risk, potentially big gains, simple beta-focused exposures.

- The strategy rebalances every trading day and aims to hold only one asset at a time to keep things simple and risk-controlled. - It looks at a market momentum signal on the broad market (SPY, the S&P 500 proxy). If SPY looks very overbought (a high momentum reading, roughly RSI above 75 on short windows), it switches to a volatility hedge, buying one of two volatility ETFs (UVXY or VIXY). The exact asset chosen is the one with the strongest recent momentum among the volatility options, with a weight that emphasizes the volatility hedge and minimizes other exposure. - If SPY looks very oversold (a very low momentum reading on the same short windows) and the bond market signals align (e.g., bond-related indicators suggest it’s reasonable to take risk), the strategy looks to buy levered equity bets in semiconductors and/or technology (SOXL or TECL). It does this by first considering short-biased or bear plays (SOXS or SQQQ) if the oversold condition is extreme, and then selects the strongest long opportunity (SOXL or TECL) based on momentum ranking. - Within each decision path, the system uses a ranking step: assets within the chosen group are filtered and sorted by momentum (RSI over different day windows) and the top candidate is selected (one asset, with a weight that effectively emphasizes cash). The pairing of bottom-filtered assets and top RSI-ranked assets aims to pick the single best idea for that moment. - Tickers involved include: UVXY, VIXY (volatility hedges); SOXL, SOXS (semiconductor levered long/short); SQQQ (QQQ bear); TECL (technology levered long). Bonds are considered via tickers like BIL, SHY, IEF (and sometimes HIBL in signals) to gauge the bond market context for the oversold/long-side decisions. - The intent is to capture big moves (especially with levered ETFs) while avoiding broad diversification; risk controls rely on cash weighting and the limit of one position at a time. The system notes that drawdowns can be larger in some iterations but that long-run upside can be meaningful if volatility regimes and momentum align.

Out-of-sample, this strategy targets big upside via levered tech/semis and volatility hedges, delivering ~106% annualized return vs SPY's ~22%, with Sharpe ~1.25 and Calmar ~1.41. Note potential large drawdowns in volatile regimes.