A cash-balanced, multi-tilt ETF strategy using RSI momentum to pick two assets per tilt, with volatility hedges (UVXY/SVXY), anti-beta hedges (BTAL/SDS/SH), and a bond/equities balancing layer. SVXY exposure is capped at about 26% daily, and a corridor governs when adjustments occur; no fixed calendar rebalances.

- The system keeps SVXY exposure capped (about 26% daily) to limit how much it can profit from or lose to volatility spikes. - Capital is split into cash and tilts. Each tilt is a group of ETFs that represent a style—beta (risky, leveraged bets on tech and growth), anti-beta (defensive/low-beta hedges), and volatility-driven bets (UVXY/SVXY). - Within each tilt, the model looks at recent price momentum using RSI (a measure of how strong a move has been in the short term). It then selects two assets with the lowest RSI (i.e., relatively weaker recent momentum among the group) and assigns them weights of about 25% each, with cash absorbing the rest. This is a way to try to buy assets that recently lag the market with the expectation they’ll bounce, while not overpaying for overextended moves. - Several nested decision points gate exposure to different tilts based on market breadth indicators (RSI of SPY/QQQ, etc.) and price conditions. For example, there are rules that push toward more aggressive “Extreme Beta” tilts when broad indices look strong, or toward anti-beta hedges when the market shows signs of stress. UVXY is used in certain “Normal Market” conditions to capture volatility spikes if the market momentum crosses certain thresholds (>80 RSI on QQQ or SPY). - Anti-Beta/Short tilts use assets designed to dampen beta risk (BTAL, SDS, SH) and short or hedged bond exposure (BIL, SHV, etc.) with a rule-set that also looks at cumulative returns and price versus a moving-average baseline to determine if hedges should be increased or pulled back. - Bonds vs equities tilts act as a risk-balancing dial. If bonds have produced stronger recent returns, the system can tilt more toward bonds; if equities have outperformed, it tilts toward equities. This helps reduce drawdowns during bear markets or risk-off periods. - Rebalancing is not fixed-by-date; it uses a corridor (0.24) that defines how far exposures can drift before a rebalancing logic kicks in. The explicit rebalance is set to none, meaning the system relies on rule-triggered adjustments rather than a calendar schedule. - The design uses a mix of levered equity exposures (TECL, SOXL, UPRO, TQQQ), conventional hedges (SDS, SH), volatility plays (UVXY, SVXY), risk-control assets (BTAL), and a bond sleeve (BND, AGG, TLT, IEF, SHV, BIL) to create a diversified risk framework. The overall aim is to produce attractive risk-adjusted returns by riding momentum in favorable regimes while hedging or pulling back in adverse regimes. This is not a simple buy-and-hold approach and requires careful monitoring due to the use of multiple leveraged ETFs and volatility products which can amplify losses in fast market moves.

Cash-balanced, hedge-rich ETF strategy across beta, anti-beta and volatility tilts; designed for portfolio diversification and drawdown discipline. Out-of-sample, it trails SPY on return (~6% vs ~23%), with larger drawdowns (~38%); best as a risk-management hedge, not core exposure.