A high-variance, rule-based rotation that jumps between volatility, anti-volatility, and managed-futures-like exposures using short-term RSI signals; it picks one asset at a time (or stays in cash) and relies on a KMLM switcher overlay and a strict 10% movement limit per trigger.

It’s a rule-based switcher. By default you stay in cash. The system checks several ETFs one by one using a short-term momentum measure (RSI over about 10 days). If a signal is strong enough (e.g., RSI above 79 for a given asset such as QQQE or others), it allocates 100% of your capital to that asset (e.g., UVXY for volatility, or other assets if the rule triggers later in the chain). If the first check fails, it proceeds to the next asset in line and repeats the test. If any condition passes, you buy that asset for full exposure; if none pass, you keep cash. The structure also includes a KMLM “switcher,” a Long/Short Rotator block, and a corridor rule that limits how much weight can shift (0.1 = about 10%). There’s no automatic periodic rebalancing; changes occur only when a rule fires. The intent is to ride regime changes: jump into volatility assets during fear spikes, or switch into managed-futures and other diversified exposures when momentum signals indicate it, while maintaining cash otherwise. This is a high-variance strategy with significant reliance on RSI thresholds and the behavior of leverage/inverse ETFs, so costs, decay, and rapid regime shifts are major considerations.

Out-of-sample Sharpe ~1.79 and Calmar ~7.31 signal strong risk-adjusted gains. A rule-based rotation across volatility, anti-volatility, and managed-futures targets regime shifts—aiming for higher upside vs. the S&P 500 while staying in cash when signals are uncertain.