A rule-based system using a 10-day RSI across a broad set of popular ETFs to time a 100% UVXY position when extreme momentum signals appear; if markets show recent weakness, it pivots to BIL for safety. Simple on the surface, but with a deep decision tree behind the scenes.

What it does, in plain language: - It starts with cash in hand and checks a list of popular investments to see if any have unusually strong recent momentum (a 10-day RSI score above 80). If any do, it converts all cash into UVXY (a volatility-focused ETF) to try to profit from rising market volatility or hedge against stress. - The checks are sequential but effectively act as a single “any one of these signals” trigger. If none trigger UVXY, you stay in cash. - Separately, if a market-leveraged ETF (TQQQ) has fallen a lot recently (more than 12% over 6 days), the plan shifts to BIL (short-term Treasuries) to preserve capital instead of chasing volatility. - The overall aim is to front-run volatility when momentum is extreme across many market parts, but to pull back to very safe cash-like assets when a drawdown is underway or no volatility cue is shown. What RSI means (for the layman): RSI is a speedometer for price moves. A high RSI (close to 80) suggests prices rose sharply recently and could be due for a pullback or a burst of volatility. The strategy uses a 10-day RSI window so it looks at fairly short-term momentum rather than long-term trends. What the tickers are (brief): - UVXY: bets on rising short-term market volatility. Higher when markets become stressed. - SVXY: inverse to UVXY over a longer horizon; mentioned in the name but not traded directly in the visible logic here. - The other tickers (QQQE, VTV, VOX, TECL, VOOG, XLP, XLC, XLE, SPY, TQQQ, FAS, BIL): popular broad-market, sector, growth/value, and risk-free proxies used only to generate signals, not as the final trades (UVXY or BIL are the final trades in their respective branches).

Capitalize on volatility timing to outperform the S&P. Out-of-sample results show ~37.6% annualized return vs ~21.9% for the S&P, ~1.0 Sharpe, negative SPY beta, with safety moves to cash or short-term Treasuries when risk rises.