A rule-based, regime-switching strategy that attempts to ride leveraged small-cap exposure (Russell 2000) with volatility hedges (UVXY), selective tech leverage (TECL), and occasional hedges (RWM, bonds) guided by short-term RSI and moving-average signals. It trades a single instrument at a time with a 3% rebalancing tolerance.

- You start with cash and aim to own one asset at a time. - If the market looks extremely overbought on a short-term price signal for SPY (RSI 10-day above 80), you move into UVXY (a volatility bet) to profit from rising market turbulence. - If SPY isn’t signaling the UVXY trigger, the system checks QQQ (tech-heavy Nasdaq) for an extreme signal; if conditions align, you still favor UVXY. - If volatility hedges aren’t triggered, the model considers leveraging small-cap exposure via UWM (and in some branches IWM) when price/momentum filters are favorable (e.g., SPY relative to moving averages). - A separate branch looks for tech strength through TECL (3x tech bull) when QQQ is oversold (RSI below 30) to ride a potential rebound in tech. - There is also an inverse small-cap hedge (RWM) conditioned on market strength signals (e.g., SPY > 70 RSI, price relative to moving averages), which can be chosen instead of a long small-cap position. - If equity signals aren’t decisive enough, the model selects a Bond ETF as a defensive overlay using a top-RSI filter among IEF, SHV, and BSV (the one with the strongest recent momentum). - The final target position is labeled as UMW (3x Russell 2000) for equity exposure, with a rebalance rule that only triggers when a 3% drift or signal change occurs; otherwise the strategy stays in its current position. - In short, it’s a conditional, single-asset-at-a-time, rule-based system that hops between volatility hedges, leveraged small-cap bets, tech-leveraged bets, inverse small-cap hedges, and bond hedges based on short-term momentum and RSI readings.

Strong upside with solid risk-adjusted metrics: OOS return ~45% vs SPY ~17%; Calmar ~1.03, Sharpe ~0.96. A disciplined, single-asset, regime-switching approach using volatility hedges for leveraged small-cap exposure.