A daily, cash-equal, signal-driven mix of volatility hedges, levered tech exposure, and a momentum-based top-asset rotation, with a final SVXY/SPY choice paired to BTAL for diversification. High risk due to leverage and volatility products.

What the strategy does in plain language: - It rebalances every day and keeps cash in the mix as a base. - It looks at 10-day RSI (a momentum gauge) for QQQ (tech) and SPY (U.S. broad market). If QQQ’s RSI is above 80, it treats the market as stressed/overbought and moves into VIXY (volatility exposure) to hedge. If QQQ isn’t above 80 but SPY’s RSI is, it also leans into VIXY. - If QQQ’s RSI is below 30 (an oversold signal), it tries to catch a rebound by taking a levered long position in TQQQ (three times the QQQ exposure). - If none of the above signals fire, the strategy compares two assets—SVXY (short VIX futures/volatility exposure) and SPY (the broad market)—based on which has performed better over roughly the last 20 days. The “top” performer is selected. - If SVXY is chosen and its current price is above its 21-day moving average (a short-term uptrend signal), the strategy allocates all capital to SVXY. If not, it uses BTAL (an anti-beta fund designed to reduce market beta risk) instead. - In short, the plan hedges with volatility during stress, dives into leveraged long on a rebound when conditions look oversold, and otherwise rotates toward the strongest recent performer with a trend check, using BTAL as a diversification/backstop when needed.

Rule-based, cash-first strategy diversifies with volatility hedges, levered tech exposure, and momentum rotation to lower beta (~0.56) vs the S&P and add crisis protection. OOS results show larger drawdowns; diversification edge only.