A rule-based, multi-asset strategy that mostly sits in cash but tilts toward UVXY (volatility hedge) when volatility/momentum signals warn of risk, and tilts into semiconductors or defensive sectors when momentum supports a risk-on regime; uses RSI and moving-average checks across SPY, QQQ, SOXX/SOXL/SOXS, XLP, XLF, VTV to drive allocation.

Think of it as a weather‑proofing system for a small set of investments. The model starts with cash and, only when several momentum and trend checks align, it allocates to a basket of ETFs. If volatility looks like it’s spiking (UVXY signals strength by RSI readings) and broad-market trend signals confirm weakness (e.g., SPY/QQQ conditions), the system tilts toward UVXY as a hedge/beneficiary of rising volatility. If signals point to a risk-on regime, it rotates into momentum-oriented or sector exposures (notably semiconductors via SOXL/SOXX/SOXS) or defensive plays (XLP, XLF, VTV). The checks use RSI thresholds (typically in the high 70s to 80s) over various windows (2–25 days) and price relations (SPY price vs a long-term moving average) to avoid reacting to every short-term blip. When signals don’t meet the criteria, the model tends to stay in cash or keep an equal-weight stance across the eligible assets, preventing over-commitment to any single bet. In short: a rules-based balancing act between hedging volatility, chasing momentum in tech/semis, and leaning on defensives for stability, all governed by multi-timeframe confirmations to reduce false signals.

Out-of-sample annualized return ~57% vs SPY ~17%, with a near-1 Sharpe and positive alpha, powered by disciplined volatility hedging (UVXY) and selective momentum into semis/defensives. Higher drawdowns in harsh regimes imply higher risk tolerance.