A complex, rule-based, volatility-focused strategy that times UVXY and hedges with other ETFs across multiple market regimes using RSI and momentum signals, with no fixed rebalancing and 100/0 allocations to the chosen asset when triggered.

Think of it as a flowchart: check a bunch of signals, and if they meet certain thresholds, put your whole allocation into a specific ETF or group of ETFs. The core signal revolves around UVXY (volatility bets): if a short-term momentum indicator (RSI) on UVXY and related metrics are very high, the rule may push you into UVXY; if not, other paths favor equity or defensive positions. The model looks at several timeframes (short-term 10 days, medium-term 21 days, long-term 126 days) and uses different momentum and trend measures (like moving-average returns or cumulative returns) to rank assets and decide which one to buy. When a position is chosen, weights are typically 100/100 for that asset and 0/100 for others, effectively concentrating the bet. Rebalancing is not scheduled; it only happens when signals cross a tiny threshold (0.01) that indicates a genuine regime change. The asset set includes volatility ETFs (UVXY, SVXY, VIXM), broad market/tech exposure (QQQE, TECL, SOXL, TQQQ, SPXL), dividend and defensive ETFs (SCHD, DGRO, BTAL), bonds/T-bills (TLT, IEF, BIL), and various hedges/alternatives (DBC, BTAL, UGL). The nomenclature in the blocks (Bullish Market Conditions, Risk ON, Risk OFF, Safety Town, Normal Market, etc.) signals that the logic attempts to recognize whether the environment is favorable for risk assets, volatile assets, or safe-haven assets, and to switch accordingly. Overall, it’s a large, automated decision network designed to time UVXY exposure while opportunistically blending other assets to manage risk. Note: this is an aggressive approach due to the use of leveraged ETFs and frequent regime-shifting signals; it is suitable for experienced, risk-aware investors and should be tested extensively before real-money use.

Out-of-sample edge: higher risk-adjusted return than SPY. Sharpe 1.72 vs 1.41, Calmar 3.26, alpha ~0.46, and ~77.8% annualized vs 22.5% for SPY. Volatility-timed UVXY with hedges aims for strong upside across regimes.