A high-risk, rule-based short-bias strategy that hunts for market weakness by loading into volatility and leveraged bear ETFs (UVXY, SQQQ, etc.) when short-term momentum signals align, with sector tilts (tech/semiconductors) via leveraged bear/bull pairs (TECL/TECS, SOXL/SOXS, TQQQ/SQQQ).

What it does in plain terms: 1) Watch several momentum signals (especially SPY and QQQ) using RSI and recent return history to gauge if the market looks stretched or vulnerable. 2) When the signals line up (e.g., broad market momentum is high/peaking and tech or semiconductors show weakness), shift capital into bear or volatility bets, mainly UVXY or bear/Inverse 3x ETFs like SQQQ. Often this is done with a cash-equal approach (spreading the available capital evenly across the chosen bets). 3) The system also checks sector-specific momentum (semiconductors, tech, etc.) with configured pairs (SOXL/SOXS, TECL/TECS, TQQQ/SQQQ) to decide where to tilt—the idea is to catch declines in those areas or to hedge against broad tech weakness. 4) It uses multiple time windows (1-day, 5-day, 10-day, 25-day, etc.) to compare different momentum signals (e.g., cumulative returns) before committing. 5) There is no regular calendar rebalancing; it only changes exposure when the signal criteria trigger, effectively aiming to be reactive rather than time-based. 6) The strategy is explicitly short-biased and levered, so in rising markets it may underperform and expose you to outsized risk; understanding leverage and volatility risk is essential.

Levered, rule-based short-bias strategy that targets volatility spikes and sector weakness to beat the S&P 500. Out-of-sample annualized return ~58.8% vs SPY ~18.1%, with Sharpe ~0.97 and Calmar ~0.95. Note potential large drawdowns in rising markets.