A single-asset, rule-based volatility strategy that switches among UVXY, VIXY, SVIX, VXX, or UVIX based on short-term SPY momentum and Treasuries momentum, using a VIX-focused decision tree with no automatic rebalancing.

- Start with cash aligned evenly; the system will place all capital into one instrument at a time (no multi-asset rebalancing). - Step 1: Compute 5-day RSI for UVXY and VIXY and pick the one with the lower RSI (weaker momentum) if SPY’s 5-day RSI is above 72. This is the “extreme market” trigger. - Step 2 (if SPY RSI <= 72): Compare BIL vs IEF momentum (5-day RSI). If RSI(BIL) > RSI(IEF), buy SVIX (the inverse of VIX futures). - Step 3 (if RSI(BIL) <= RSI(IEF)): Look at VXX’s price versus its 5-day moving average. If current price > 5-day MA, buy VXX; otherwise buy UVIX (2x long VIX futures). - No automatic rebalancing: the chosen instrument is held until the next evaluation cycle re-runs the decision tree. - Objective: capture regime-dependent volatility moves (extreme market stress, VIX trend signals, and futures-market dynamics) while using simple momentum filters to guide which instrument is favored at each decision point. Risks include rapid drawdowns from levered/inverse VIX products, roll decay, and regime shifts that render past RSI signals less predictive.

Volatility-regime strategy using a rule-based, single-asset VIX exposure. Out-of-sample return ~18.4% vs SPY ~20.8%; yet it adds diversification and regime-driven resilience during spikes, complementing a stock-heavy portfolio.