A fast-changing, rule-based mix of UVXY hedging, leveraged growth bets, and rate-sensitive safe havens driven by short-term momentum signals and rate expectations; designed for tactical shifts rather than long-term buy-and-hold. Beware of high risk from 3x ETFs.

- The strategy begins with a UVXY Base: it checks a list of well-known ETFs using a short-term momentum signal (a 10-day RSI) on each ticker. If any ticker shows extreme momentum (RSI > 79), the model assigns 100% of the portfolio to UVXY, effectively betting on a spike in volatility or using UVXY as a hedge when volatility is perceived to spike. - If none of those RSI checks fire, the strategy rotates into a risk-on set of leveraged growth and broad-market ETFs (e.g., TQQQ, TECL, SOXL, SPXL, SPY, QQQ, etc.) guided by momentum and drawdown signals, with a strong emphasis on the best-performing one according to a cumulative-return or moving-average rule. - The approach uses nested logic for momentum and drawdown to decide when to stay with a growth tilt or switch to UVXY or other hedges. - Separately, there is a rate-rise branch: when rate signals hint at rising rates (a designated set of conditions around “Rates are going up” and “Interest Rate Safe Haven”), the system rotates into a safe-haven basket (IEF, UUP, GLD, TMF, BIL, TLT) using a top-1 or top-2 selection method based on moving-average performance, with a cap on risk exposure. - The safe-haven selection uses a combination of moving-average returns and short windows to identify which asset offers the best risk-adjusted momentum in a rate-up environment. - The entire framework rebalances frequently, giving a dynamic mix of UVXY hedges, leveraged growth bets, and safe-haven positions, depending on the current signals. In short: momentum-driven shifts between long-volatility hedges (UVXY), aggressive leveraged bets (TQQQ, TECL, SOXL, SPXL), and rate-sensitive safe havens (IEF, GLD, UUP, TMF, BIL, TLT), with multiple rule-based filters to try to improve the odds of capturing short-term trends while aiming to limit drawdowns. This is not a buy-and-hold approach; it’s a tactical, signal-driven allocation that assumes frequent rebalancing and accepts high risk due to the use of 3x leveraged ETFs and a volatility hedge instrument.

Strong OOS edge: Sharpe 1.55 vs SPY 1.02; Calmar 3.71; annualized OOS return ~136% vs SPY ~18%. Tactical UVXY hedges plus levered growth and rate-safe havens seek big upside in trends, with risk controls—drawdowns may be higher.