A rules-based, multi-sleeve tactical strategy that blends a Pershing Square 13F-weighted equity basket with a volatility hedge (UVXY), guided by short-term RSI momentum signals on major indices; includes bullish overlays and bear hedges to adapt to changing conditions.

- It is a decision tree that translates momentum signals into asset allocation. Each branch checks a short-term RSI value on a broad market ETF (like QQQ or SPY) against a threshold (e.g., 79 or 81). If the RSI is above the threshold, the system follows the path labeled as the ‘then’ branch; otherwise it follows the ‘else’ branch. - When the ‘then’ branch is chosen, a core equity sleeve (Pershing Square 13F Weighted) is funded, typically at 80% of cash, with a hedge (UVXY) at 20%. The 13F sleeve is composed of a fixed list of stocks with specified weights (e.g., HLT, CMG, QSR, GOOGL, HHH, CP, BN, NKE). - The hedge sleeve (UVXY) is a volatility-focused ETF intended to rise when market volatility spikes, acting as tail-risk protection. - There are additional overlays for bullish bounce opportunities (levered ETFs like TECL and SOXL) and bear-market hedges (e.g., SQQQ, PSQ, SPXU). These overlays use further rules (moving-average, bottom picks, and other signals) to select candidates for inclusion. - The strategy is designed to be dynamic: different RSI signals on different indices (QQQ, QQQE, IOO, XLP, XLF, VTV, VOOG, VOOV, XLF, SPY, etc.) can shift the tilt toward more aggressive bounce plays or more defensive hedges depending on market momentum. - In practice, the plan is to allocate 100% of cash across these components according to the branch that is active at the moment. The overall objective is to participate in upside when momentum looks favorable while keeping a hedge in place to cushion drawdowns.

Out-of-sample edge: Sharpe ~1.18 vs S&P 0.97; annualized return ~46% vs 17%; max drawdown 14.8% vs 18.8% (Calmar ~3.11). A dynamic, RSI-driven two-sleeve strategy blending Pershing Square 13F stocks with a volatility hedge.