A rule-based, UVXY-centered portfolio that rotates among volatility, growth/levered equity baskets, dividends, and bonds based on short- and long-term momentum signals. It uses RSI and moving-average style filters to select top/bottom assets, with a four-regime framework and no fixed calendar rebalance. Short answer: ride volatility with UVXY when signals say risk is rising, otherwise tilt toward defensives and dividends.

- Core idea: use UVXY (volatility bet) as the anchor, and rotate into other assets based on momentum and trend signals. - Signals used: short-term momentum (RSI over/under 70–80 zone on several reference ETFs), moving-average based screens, and cumulative/price-change metrics to pick top/bottom assets in each block. - Blocks/Regimes: four major blocks (plus named sub-blocks like Bullish Market Conditions, Risk ON, Risk OFF, Safety Town) drive which assets get funded. - Asset mix: UVXY as the main risk asset; other equities (e.g., technology/levered ETFs), dividend ETFs (SCHD, DGRO), bonds or bills (BND, BIL, TMF, TBX-like proxies), and occasional commodity/alternative tilts are included. Dividend ETFs are used as ballast in risk-off contexts. - Position sizing: when a rule fires, capital is allocated evenly across the selected assets within that block (weighting often shows 100/100 or “wt-cash-equal”). - Rebalancing: the plan specifies “rebalance: none,” meaning changes occur only when a rule triggers, not on a fixed calendar cadence. - Overall aim: capture upside when volatility spikes and protect capital with dividends and fixed-income tilts when risk appetite drops. It’s a sophisticated, almost engineering-style approach and assumes the signals reliably reflect regime shifts; like all tactical models, it can underperform in noisy or sideways markets.

Out-of-sample, this UVXY-led strategy aims for higher risk-adjusted returns than the S&P: ~65% annualized vs ~22.5%, Sharpe ~1.68 vs 1.41, Calmar ~2.48, with ~26% max drawdown vs ~19%.