Daily signal-driven rotation between 3x levered equity bets (SOXL, SPXL, TQQQ) based on a 10-day RSI (buy if RSI < 30). If none trigger, shift into volatility hedges (UVXY, SVXY) using momentum/risk signals. Rebalances daily; aims to ride rebounds from oversold conditions while guarding against spikes in volatility.

Here's how it plays out in plain language: 1) Every day, the system checks three bull-market bets: SOXL (semiconductors), SPXL (the S&P 500 proxy), and TQQQ (Nasdaq/tech). For each, it looks at the last 10 days of price action and measures momentum with RSI. If any of these looks oversold (RSI under 30), the strategy buys that one asset with all the money (100%). If more than one qualifies, priority is given in the order: SOXL first, then SPXL, then TQQQ. 2) If none of the three qualifies (none are oversold by the RSI rule), the strategy then considers hedges against volatility. It looks for very high momentum/volatility signals on related assets (for example RSI above 79 or other checks) and may shift into UVXY (a volatility ETF that tends to rise when volatility spikes) or SVXY (the inverse of that). These hedge decisions are also built from a cascade of “if” conditions, and the goal is to reduce risk if the market looks stressed rather than chasing another levered long bet. 3) The approach uses a daily rebalance, meaning it reassesses and resets the chosen asset every trading day. The code shows many nested checks (including some cross-asset tests and performance thresholds) to decide whether to stay with a levered long, switch to a hedging position, or sit in cash. 4) The plan is asset-focused (holding either SOXL, SPXL, TQQQ, UVXY, or SVXY on any given day) rather than holding a diversified mix. It’s a high-risk, high-variance strategy because it relies on 3x levered bets and on volatility hedges that can be volatile themselves. In short: oversold momentum triggers buy of the first strong levered bull ETF; if not, benefit from volatility hedges when risk signals appear.

Disciplined daily rotation among 3x levered bets with volatility hedges aims for outsized gains. Out-of-sample: ~38.6% annualized vs SPY ~16%; Calmar ~0.80. Expect higher drawdowns (~48% vs ~19%), but stronger upside in rebounds.