A two-layer, momentum-driven rotation: (1) trigger a volatility bet (UVXY) on extreme short-term momentum signals; (2) if not triggered, switch to a two-asset long/short rotation among leveraged tech/semiconductor and volatility proxies (TECL, SOXL, SVIX) using a 10-day momentum ranking, with equal-weighted positions. Backtests show strong historic numbers but come with high risk due to leverage and rapid signal-based switching.

- RSI is a momentum gauge that shows how strong recent moves are. The scale runs 0–100. Values near the top (like 79) suggest very strong recent upside momentum. - If any of a list of proxies (eg QQQE, VTV, VOX, TECL, VOOG, etc.) has RSI(10) above 79, the strategy goes all-in on UVXY, a vehicle that tends to rise when volatility jumps. Think: if fear or big price swings are surging in the short term, the strategy bets on that spike by buying UVXY. - If none of those RSI checks trigger, the model switches to a second approach called the KMLM switcher. Here it looks at three gear-led ETFs (TECL, SOXL, SVIX) and ranks them by recent momentum over the last 10 trading days. It then picks two assets (the ones with the relevant momentum ranking) and builds a long/short pair between them with equal cash, aiming to ride the relative strength between the two while hedging with the opposite side. - In practice, this means you either get a volatility-driven exposure (UVXY) or a rotation among aggressive tech/semiconductor exposure and a volatility hedge, with positions taken in two assets at a time and weights kept equal. - The strategy uses no frequent rebalancing and relies on short-term momentum signals to decide whether to stay with UVXY or switch to the KMLM rotation. - It targets equity exposures but uses leveraged/ inverse ETFs to magnify moves; this increases both upside and downside risk. The notation and steps are a compact way to describe a multi-layer rule set that is explicitly designed to capture rapid, opinionated shifts in market mood over a short horizon.

Out-of-sample Sharpe ~1.83 vs ~1.0 for the S&P, positive alpha, and Calmar ~7.16. A rule-based two-layer momentum switch: (1) go UVXY on volatility spikes, or (2) rotate among leveraged tech/volatility names. Higher risk-adjusted upside, with larger drawdowns.