A UVXY-centered, regime-based rule system using RSI and momentum signals across many ETFs to tilt between volatility exposure and dividend/broad-market sleeves, with four scenario blocks and a dividend-focused subcomponent.

- What this strategy is: a rule-based system that uses UVXY (volatility-related ETF) as a central driver, plus a broad mix of other ETFs, to decide where to put cash each day or period. - How decisions are made (simplified): The system checks momentum signals (mostly RSI, a quick measure of recent price change) for UVXY and for a bunch of other popular ETFs. It compares UVXY’s momentum to the momentum of those other assets. If certain conditions are met (for example, UVXY looks unusually strong on a short-term momentum window compared with several other assets, or a longer-term momentum condition is satisfied), it assigns money to the UVXY sleeve or to a related set of assets that protect against risk. - What blocks do: The strategy is organized into four main scenario blocks (1st, 2nd, 3rd, 4th). Each block has sub-blocks for different market ideas (e.g., “Bull/Tech themes,” “Safety Town,” “Risk OFF,” etc.). Each sub-block lists specific assets and how much cash to allocate if its conditions fire. Often the code uses a 100/100 weighting to indicate full deployment into the chosen assets for that block, with additional nested weights for items inside the block. - Dividend sleeves: Several parts of the plan include a “Dividends” group, overweighting SCHD and DGRO as steadier sources of yield and potential ballast during market stress or mixed regimes. - What are the possible outcomes: Depending on the signals, the portfolio may tilt toward UVXY (to benefit if volatility and market moves align with UVXY’s behavior) or toward dividend/value/defensive sleeves (SCHD/DGRO, or safer equity/treasury groups). The exact mix is determined by the loaded rules inside each block and sub-block. - Why use RSI and moving-average screens: These are simple momentum indicators. The system uses multiple windows (10 days for short-term momentum, 21 days or more for longer momentum, and even 126-day lookbacks for longer trends) to judge whether an asset has been outperforming or underperforming recently. If UVXY’s momentum appears stronger than certain peers under those checks, UVXY-related allocations are triggered. - Practical takeaway for a layman: This is a sophisticated, rules-driven approach that tries to time exposure to volatility (UVXY) by comparing its recent price momentum to many familiar ETFs, and to rotate into dividend stocks or other market sleeves when momentum signals suggest it’s more prudent. It’s not a simple buy-everything or buy-UVXY-only plan; it’s a layered, regime-aware system with many moving parts designed to adapt to different market moods. - Limitations to keep in mind: The strategy’s complexity can obscure risk; backtests can overfit, and the real-world performance depends on how well the momentum relationships hold up. Fees, liquidity, and the practicalities of trading frequent regime shifts can also affect realized results.

Out-of-sample performance shows a UVXY-driven, regime-based approach delivering superior risk-adjusted returns vs the S&P 500: Sharpe ~1.75 vs 1.41, annualized return ~79% vs ~22%, positive alpha, Calmar ~3.38. Dividend controls boost upside.