A high-risk, rule-based, bear/volatility-forward strategy that primarily bets on UVXY and other bear/leveraged ETFs when momentum and price signals align, while avoiding long levered bets like TQQQ/TECL. It’s a cash-forward, non-rebalancing system built on RSI, moving averages, and momentum signals across a broad asset set; designed for down or choppy markets, not steady bull runs.

Plain-language overview of the decision flow: - The system starts with a cash-equal posture, then looks for a specific set of momentum/price signals to decide whether to move into a single asset (100% allocation). - The primary target for aggressive exposure is UVXY (a volatility ETF that tends to rise when markets become more unsettled). Other “bear” or inverse/leveraged vehicles (SQQQ, TECS, SOXS, etc.) are considered when the signals indicate weakness in tech, semis, or broad market breadth. - Signals used include: - Price versus a long-term moving average (e.g., price > 200-day MA on SPY as a signal of trend strength; triggering a risk-off shift if other conditions align). - RSI (momentum) of various assets (e.g., very high RSI levels on certain assets imply overbought conditions and potential pullback, which can trigger a move to volatility/bear exposure). - Relative-Strength comparisons (RSI against other assets, or RSI values relative to thresholds like 80/79) to identify relative momentum strength/weakness. - Cumulative-return metrics over windows (e.g., 10- or 25-day windows) to gauge recent performance momentum. - When a trigger fires, the rule set typically assigns 100% of capital to a single asset (the “wt-cash-equal” blocks force a full-weighting to the asset that meets the condition). If conditions aren’t met, the strategy tends to stay in cash (no rebalancing) or passively avoid large exposures. - The strategy uses a few named groupings (e.g., “TQQQ FTLT Reddit link” and “TECL/TECS”) to organize which bear/levered exposure to favor under specific signal contexts. The overall intent is to avoid holding long-levered bets like TQQQ or TECL when risk signals are high and instead favor volatility or bear bets. - In practice, you’d be entering positions in UVXY or bear/thematic ETFs and holding until the signal changes. There is no automatic rebalancing, so you’d be exposed to the duration risk of the chosen instrument until conditions flip. - Important caveats: the approach relies on complex relationships among many assets, uses leveraged products with volatility decay and compounding effects, and can underperform in trending bull markets. It is best viewed as a high-risk, tactical strategy rather than a steady, long-term core allocation.

Out-of-sample shows ~117% annualized return vs ~17.7% for the S&P, with Sharpe ~1.41 vs 1.01 and Calmar ~2.18. A volatility-forward approach that shines in choppy markets, delivering upside with higher but manageable drawdowns (53.5% vs 18.8%).