A high-risk, rule-based volatility-trading approach that uses 10-day RSI signals from a wide ETF set to time entries into UVXY (and in some versions SVXY). It aims to take a 100% position when RSI conditions are met, operating with no regular rebalancing and using SVXY as a frontrunner/Hedge in certain variants. It’s designed to capture volatility spikes but carries significant risk and path-dependence.

- Start with cash and aim to allocate 100% to a volatility ETF when triggering conditions are met. - The trigger is a series of RSI(10) tests on a broad set of popular ETFs (QQQE, VTV, VOX, TECL, VOOG, XLP, XLY, XLC, XLE, SPY, and others). - If any of those RSI(10) values exceed 80, you place 100% of cash into UVXY (ProShares Ultra VIX Short-Term Futures ETF). - If the primary RSI>80 condition isn’t satisfied, the code walks through nested alternative tests (also based on RSI>80 for other tickers) that can route to UVXY, and in the v1.3 variant, to SVXY (ProShares Short VIX Short-Term Futures ETF) instead. - There’s an additional check involving a 6-day cumulative_return of TQQQ (threshold > 5.5) that can influence the allocation, adding a short-term momentum filter. - Rebalancing is set to none, with a cash-equal posture at the decision point (100/100 weight) when a signal fires. - The naming indicates an intention to use SVXY as a frontrunner to UVXY (i.e., hedge/prepare before committing to UVXY in some versions), but SVXY may actually be held in certain variants (v1.3). - The strategy is a high-risk, binary-entry approach: either a full long UVXY position or, in some variants, a full long SVXY position, with no gradual scaling or diversified asset mix.

Out-of-sample annualized return ~40% vs SPY ~22%, with RSI-driven volatility timing into UVXY/SVXY. Captures large upside in volatility bursts, but carries substantial drawdown risk. Suited for risk-tolerant investors seeking alpha beyond the S&P 500.