A daily, test-tracking rule-set that sits on UVXY as the main signal and uses BIL as a safety fallback. It relies on short-term momentum signals (RSI) across UVXY and several reference ETFs, with risk checks to switch to cash when conditions aren’t favorable. Not investment advice—just measuring how the UVXY portion behaves in a larger framework.

- Every day, check a long chain of rules built around momentum signals centered on UVXY and several reference ETFs. - If UVXY shows very strong short-term momentum (RSI over 79 on a 10-day window), allocate 100% to UVXY. - If that signal isn’t satisfied, walk through a cascade of secondary momentum checks across assets like QQQE, VTV, VOX, SPY, TECL, TQQQ, VOOG, XLP, XLK, XLY, etc., using the same high momentum threshold. If any of these confirm a strong condition, still tilt toward UVXY (full weight) under the same 100% rule. - If none of the bullish momentum signals are satisfied, or if market-risk checks indicate stress (e.g., a risk condition around SPY’s drawdown or other risk triggers), switch to BIL (cash-like, 100% weight) instead of UVXY. - The logic groups scenarios under named regimes like “Bullish Market Conditions” and “Danger Market Conditions.” - The structure is built to track how well this UVXY-BIL portion would perform if implemented, not to give financial advice. - Rebalance frequency: daily. - Signals used are primarily momentum (RSI) indicators and simple risk checks; no fundamental data is used.

Out-of-sample edge: 23.25% annualized return vs SPY's 19.40%, with negative beta (-0.53) for hedging and a solid risk-adjusted profile (Calmar 1.17, alpha 0.39%). Higher upside, modest drawdown risk.