RSI-driven momentum/volatility ETF strategy: QQQ RSI < 30 → bullish tilt via TQQQ (with UVXY-volatility check); QQQ RSI > 80 → hedged via VIXY/BTAL; SPY RSI > 60 → SPLV tilt; SPY RSI < 50 → USMV tilt; Steady State via SPMO. No fixed rebalance; leverages momentum, low-vol, and volatility ETFs.

1) Check QQQ RSI (10-day). If RSI < 30: tilt to a bullish setup on TQQQ (a 3x Nasdaq ETF) via a Buy Calls path, but only after a volatility check: compute UVXY's 10-day standard deviation of returns; if it is above 7, proceed with the TQQQ exposure; otherwise fallback to USMV or SPMO for a more conservative tilt. 2) If QQQ RSI > 80: switch to a hedged/bearish stance by buying puts via VIXY (volatility futures) and BTAL (anti-beta) to dampen drawdowns. 3) SPY-based crossovers guide supplementary tilts: Upper Crossover triggers when SPY RSI > 60 and uses SPLV (low-vol) exposure; Lower Crossover triggers when SPY RSI < 50 and uses USMV (minimum volatility). 4) If neither crossover applies, maintain Steady State exposure through SPMO (momentum). 5) Rebalance rules are effectively none, with a small 0.1 corridor for adjustments; the system relies on signal triggers rather than a fixed schedule. In short: RSI on QQQ and SPY drives regime switches between aggressive leveraged tech bets and hedged/more conservative exposures, combining momentum and volatility ETFs to balance risk and upside.

Regime-switching ETF strategy blending leveraged Nasdaq bets with volatility hedges. Out-of-sample annualized return ~39% vs ~19% for the S&P 500, with Sharpe ~1.05 and Calmar ~1.67. Drawdowns may be larger (~23.6%), but upside is strong.