A high-risk, rule-based overlay that uses 10-day RSI momentum signals across many ETFs to decide whether to stay in cash, tilt into volatility (UVXY/UVIX), or jump into leveraged equity bets. It favors binary, all-in allocations rather than gradual sizing and has no fixed rebalancing schedule.

- The system is built as a long series of if/else decisions. At its core, it watches a roster of ETFs and compares their short-term momentum via RSI (10-day window). - If any of the RSI readings exceed 79, it shifts into volatility-related exposure—specifically UVXY (Ultra VIX Short-Term Futures) and UVIX (2x Long VIX futures). - If the RSI signal isn’t triggered on the first set, it checks additional conditions for other ETFs (e.g., VTV, VOX, TECL, TQQQ, SPYs proxies) and can still direct allocation toward the same volatility pair or toward leveraged equity exposure depending on which condition fires. - The allocation pattern appears binary (100% in a given asset or hedge) rather than phased sizing, and it uses explicit cash-weighting nodes that force a full allocation to the chosen path. - There is no fixed calendar rebalancing; instead, exposure changes only when a rule fires. The stated goal is to act quickly on momentum/overbought signals with a volatility hedge, or fall back into aggressive long bets if the multi-layer checks align favorably. - UVXY/UVIX are designed to rise when market volatility spikes but can decay over time if volatility stays low; leveraged ETFs like TQQQ/TECL can amplify losses just as they can amplify gains. This strategy thus carries high risk and is best understood as a tactical overlay rather than a steady long-term holding. - The final category tag is EQUITIES, but the engine frequently crosses into volatility hedges, making it a hybrid exposure strategy. - If you come across tickers like KMLM in a variant, the same RSI-exceeding logic would apply to that ETF as part of the trigger set. KMLM is just an example of a less-popular ETF; the core idea remains momentum-driven switching between hedges and leveraged equity exposure.

An agile, momentum-driven overlay seeking higher upside than the S&P. Out-of-sample results show ~20.6% annualized returns vs ~17% for SPY, via volatility hedges and leveraged bets. Higher upside comes with higher volatility and drawdown risk.