A simple, one-asset rotation: if SPY’s 5-day volatility is high, buy the weaker of GLD or TLT (gold or long-term bonds) based on a 10-day RSI; if volatility is not high, buy QQQ. No regular rebalancing; always 100% in the chosen asset.

Here’s how it works in plain language: - The system starts with 100% of your money allocated to a single asset. - It measures market volatility by looking at SPY’s price changes over the last 5 days. If that volatility is above 2.5, the market is considered risky. - When volatility is high, the system looks at two safe-ish assets: GLD (gold) and TLT (long‑term US bonds). It calculates a 10-day momentum indicator (RSI) for each and picks the one with the lower RSI, i.e., the weaker recent momentum, and buys that asset. - If volatility is not high (SPY 5-day volatility ≤ 2.5), the system skips the GLD/TLT choice and instead buys QQQ (the Nasdaq 100 ETF), which is more growth/tech focused. - There is no regular rebalancing: you keep the chosen asset until the signal changes, at which point you switch to the new target asset. This is effectively a one-asset-at-a-time strategy. The design uses SPY volatility as the gate and RSI as a tie-breaker to rotate into a potentially mean-reverting defensive asset when risk is rising, otherwise chasing momentum in tech via QQQ.

Out-of-sample Sharpe ~1.07 with 19.44% annual return vs SPY 20.26%, plus volatility-gated defense. When SPY volatility spikes, rotate to GLD/TLT; otherwise, hold QQQ. Offers diversification and a simple, single-asset-at-a-time approach.