Volatility-aware rotation: if VIXM RSI(40) > 69, allocate to VIXM; else rotate 100% into the top 90-day performer among SOXX, NVDA, AMD, SPY, DBC, XLE, ENPH. Theme focuses on SPY, energy, chips, and commodities with a 5% rebalance corridor.

- What RSI and VIXM are: RSI is a momentum score that measures how strongly prices have moved recently; VIXM is an ETF that tends to rise when market volatility rises. A high RSI on VIXM signals rising fear/volatility in markets. - Step 1: Start with cash on hand in a structure that keeps cash allocations even across decisions (wt-cash-equal). - Step 2: Black Swan Catcher gate: compute RSI on VIXM over the last 40 days. If RSI(VIXM, 40) > 69, proceed with the then-branch actions; else proceed with the Rotator in the else-branch. - Step 3: Then-branch (volatility spike): If the condition is true, the system considers allocating (or prioritizing) to the VIXM instrument as a hedge against rising volatility. - Step 4: Else-branch (normal conditions): Use the Rotator to pick the single best asset from the seven candidates based on the highest 90-day moving-average return. - Step 5: Selection details: Sort assets by their 90-day moving-average return, pick the top one, and allocate 100% of the available cash to that asset. The pool includes SOXX, NVDA, AMD, SPY, DBC, XLE, ENPH. - Step 6: Rebalance cadence: There is no regular rebalance; a loose corridor (5%) exists to manage drift, but the default is to hold the chosen asset until the next decision cycle. - Step 7: The big picture: The strategy channels a broad, theme-based exposure (SPY + chips, energy, commodities) and uses a volatility-trigger to hedge with VIXM when fear spikes, otherwise chasing the top momentum asset among the theme constituents. - Simple definitions you asked for: RSI = momentum measure; VIXM = volatility hedge ETF; “moving-average-return” = performance based on the average price change over a set window (90 days here). - In short: When fear spikes, tilt toward VIXM; otherwise go all-in on the best performer over the last 90 days from the listed assets.

Volatility-aware rotation with a VIXM hedge and a top 90-day momentum pick among chips, energy, and commodities. Out-of-sample: ~45% annualized return vs SPY ~21%; strong risk-adjusted result (Calmar ~1.04) but larger drawdowns in stress.