A two-mode, RSI-driven system: (1) crash hedge via 50/50 UVXY and BIL when risk signals fire, and (2) a Quality Pop Bots stock-picking engine that buys oversold large-cap names (RSI(10) < 30) with 5% trigger rebalances, plus bond-market checks to guide hedges. Broad tech/large-cap exposure with a built-in downside hedge.

- If crash risk is high, move to Crash Front-Runner: allocate 50% to UVXY (volatility exposure) and 50% to BIL (short-term Treasuries). This is a defensive stance meant to protect capital in a crash. - If crash risk is not signaling, enter the Quality Pop Bots mode: - For each stock on the watchlist, compute RSI using a short window (usually around 10 days). - If RSI(10) < 30 for a stock, buy that stock with full weight (100%). The system tends to pick a single stock per bot to avoid over-diversification in any given run, focusing on a small number of strong oversold candidates. - If RSI(10) is not below 30, the Dip Finder and Double Pop Bot paths may step in. These look at longer-term bond conditions (IEF, TL T, BND) to decide whether to hedge with Treasuries or to pursue a Bond Market Check to confirm a risk-on move is supported by bonds. - The Bond Market Check generally checks whether the longer-term bond signals align with risk-on moves. If not, it routes exposure toward Treasuries via BIL, or otherwise reduces long equity exposure. - Rebalancing cadence: The system uses a 5% threshold for changing positions (rather than 10%), so it may rotate in and out of stocks and hedges more frequently as signals change. - Tickers and exposure: A large set of well-known names across sectors is evaluated, with a bias toward tech/quality names. The hedge layer (UVXY, BIL) is explicitly designed to respond to market stress rather than being passive. - Bottom line: It’s a rule-based, RSI-driven system with a crash-hedge overlay. It looks for oversold stock opportunities to buy with a focused tilt toward a handful of high-conviction names, while keeping a safety net (UVXY/BIL) ready for market downside, and using bond-market signals to guide hedging decisions.

Out-of-sample edge: Sharpe 1.064 vs SPY 1.051, drawdown 12.1% vs 18.8%, annualized return ~19.08% vs 18.23%, Calmar ~1.58, beta ~0.65. A crash-hedged, RSI-driven system that delivers higher upside with lower risk than the S&P 500.