A daily tactical switcher among short volatility (SVXY), long volatility (UVXY), and occasional 3x equity dip-buys (SOXL/SPXL/TQQQ), driven by simple “too cold/too hot” readings (10‑day RSI) and short-term moves in TQQQ.

Daily, it mostly sits in SVXY (bets on market calm). If a 3x stock fund is very washed out (10‑day RSI: 0–100, <30), it buys that dip: SOXL (semis), then SPXL (S&P 500), then TQQQ (Nasdaq‑100). If many funds look too hot (RSI ~80+ or a straight 9‑day climb), it flips to UVXY (bets on fear rising). After a 6‑day 12% drop in TQQQ, it chooses UVXY if there’s a big 1‑day bounce (>5.5%), else SVXY. Note: despite the name, TLT isn’t used.

Out-of-sample, this strategy aims for higher upside (~36% annualized) with solid risk-adjusted metrics vs the S&P (~14%), by hedging volatility and using selective 3x equity bets—delivering strong returns with higher drawdown risk.