A two-mode backtested strategy: in calm times, buy the one asset with the lowest 20-day RSI among five ETFs; in volatile times, switch to the levered Treasury pair (TMF/TMV) chosen by short-term drawdown. No regular rebalancing; uses RSI and drawdown filters to time shifts between equity and bond exposure.

Two-mode tactical rule set. Mode 1 (not too volatile): If UVXY’s RSI over 20 days is below 70, pick one asset from the list {SOXL, SHY, SPY, TECL, UPRO} that has the lowest RSI over the last 20 days and put 100% of capital there. Mode 2 (volatility high): If UVXY’s RSI over 20 days is 70 or above, switch to a Treasury-bonds tilt between TMF (long 20+ year Treasuries, levered) and TMV (inverse levered). The chosen option is the one with the better short-term risk profile, determined by sorting by maximum drawdown over a 5-day window and selecting the top/bottom as configured. Important: Rebalancing is set to none, so positions aren’t routinely shifted unless the rule conditions trigger a new pick. This strategy uses simple momentum (RSI) and short-term drawdown screens rather than advanced optimization.

Two-mode, rules-based strategy: calm markets chase the strongest momentum among select ETFs; spikes tilt to levered Treasuries. Out-of-sample return ~48% annually vs SPY ~23%, with volatility-aware risk checks and no routine rebalancing.