A daily, RSI-driven binary rule that switches between UVXY (volatility hedge) and TQQQ (levered tech exposure) based on whether TQQQ’s 10-day RSI exceeds 79; designed as a mean-reversion hedge with an equal-cash wrapper.

What the strategy does, in plain language: - It watches two ETFs: TQQQ (a very aggressive, 3x daily bet on tech stocks) and UVXY (an ETF that tends to rise when market volatility spikes). - It uses a simple momentum score called RSI on TQQQ with a 10-day lookback. RSI is a number from 0 to 100 that helps gauge if recent price moves are strong up moves or down moves. A higher RSI suggests the price has been going up a lot recently. - If the RSI of TQQQ over the last 10 days is above 79 (very strong up-move), the rule says: switch into UVXY (take on a hedging/volatility exposure). - If the RSI is 79 or below, the rule says: stay in or switch to TQQQ (the levered tech exposure). - The “wt-cash-equal” wrapper implies a cash buffer and a roughly equal weighting approach to cash versus the held ETF, so you’re not necessarily 100% in one ETF; the exact cash balance depends on implementation, but the core signal is binary between UVXY and TQQQ. - Rebalancing happens daily so the position can switch as soon as the RSI condition changes. - The aim is a simple mean-reversion flavor: when TQQQ looks overextended on momentum, you dampen risk by moving to UVXY; when it isn’t, you take on the higher potential return of TQQQ. Important: this uses leveraged and volatility ETFs which are high-risk and can behave very differently from slower, broad-market funds.

Out-of-sample annualized return ~47% with Sharpe ~0.91 vs SPY’s ~16%, delivering strong risk-adjusted upside. RSI-driven switch to UVXY hedges volatility with a cash buffer—higher upside, but potential large drawdowns in downturns.