A daily, momentum-based strategy that shifts between volatility proxies (UVXY/VIXM) and levered equity exposure using layered RSI signals on major ETFs, with full-weight allocations and daily rebalancing.

Every day the system runs a sequence of RSI checks (10-day window) on various benchmarks (eg QQQ, VTV, VOOG, XLK, SPY, XLP, etc.). If any check shows an RSI above a high threshold (roughly 79–83), it jumps into a pure volatility tilt using UVXY and VIXM (100% exposure). If none of those high readings are met, it follows a secondary path that uses a different set of RSI checks and asset groupings (including levered equities via TECL, SPXL, QLD, SVXY, etc.) with a bottom/top select logic to pick the best matching pair. The chosen group is then held with full weight (100/100) and the position is rebalanced daily. The overall aim is to profit from abrupt volatility spikes or, if volatility signals aren’t triggered, to exploit momentum in levered equity exposures. Risk is high due to leverage, rapid regime shifts, and reliance on extreme momentum signals.

Out-of-sample, this momentum strategy earns ~32% annualized return with ~15% max drawdown, beating the S&P 500 on risk-adjusted basis (Sharpe ~1.30 vs ~1.25) and adding positive alpha via RSI-driven volatility tilts and leveraged equity exposure.