A daily-rule based rotation among UVXY, TECL, UUP/UNH/COST, guided by short-term RSI and moving-average signals to hedge volatility, ride rebounds, or target defensive exposure.

In plain terms, the system looks at very short-term market signals to decide where to put capital each day. It uses short-term momentum gauges (RSI) on Nasdaq tech proxies (TQQQ and QQQ) to gauge overbought or oversold conditions, and it uses a trend check on the US dollar index (UUP) via moving averages to confirm a direction. Depending on those signals, it rotates into one of four baskets: 1) UVXY (volatility hedge) when the market looks very overbought, 2) TECL (3x leveraged tech) when the market looks very oversold and momentum confirms a rebound, 3) a dollar-index-driven path that may lead to UNH and COST as defensive exposure, or 4) stay in cash if none of the triggers fire. The weights and lookback windows are part of the rules: UVXY gets a sizable stand-alone weight when its signal fires; TECL is chosen when a different signal fires; otherwise, the dollar-index trend check and a small set of core equities (UNH, COST) form the fallback exposure. The system rebalances daily, and the built-in checks use modest lookback periods (7-day RSI, 14-day/18-day windows, 12- vs 210-day EMA for UUP) to avoid chasing whipsaws. The overall aim is to capture upside with leveraged equity exposure on favorable signals, hedge risk with volatility when the market looks extreme, and keep some stability with consumer/healthcare names when signals are neutral.

Dynamic daily-rule rotation using leveraged tech, volatility hedge, and defensives. OOS: ~16.9% annualized return, Sharpe 0.67, beta 0.62. Diversifies core equity with downside protection in spikes, but shows higher drawdown than the S&P in some regimes.