A rules-based rotation system that uses UVXY as a volatility trigger to time short-term bets in levered tech/momentum ETFs (like TECL, SOXL, TQQQ, SPXL) while sprinkling in dividend, treasury, and anti-beta ballast for risk management. It can toggle Nasdaq tilt (TQQQ) and relies on short-term RSI and momentum filters to decide when to tilt toward momentum versus safety.

In plain language: the system watches several signals. When volatility spikes and momentum looks favorable, it allocates to a set of levered tech and market-bull ETFs (like TECL, SOXL, TQQQ, SPXL) as a short-term bet. If those signals aren’t favorable, it moves capital into safer bets such as SCHD and DGRO (dividend-focused), BTAL (anti-beta), UGL (gold), and Treasuries (TLT, TZB-like), plus cash-like funds (BIL, short-term Treasuries). The signals come from short-term RSI checks on UVXY and other market proxies, plus momentum filters such as moving-average returns to rank which levered plays look strongest. There are also blocks that suggest including or excluding a Nasdaq tilt via TQQQ. The blocks are stacked so the strategy considers multiple market states and rotates holdings accordingly, aiming to capture quick upside in hot themes while preserving capital in rough markets. Backtests produce a sparkgraph image showing what the rules would have looked like historically, but real results depend on live execution, costs, and regime shifts.

Out-of-sample performance beats the S&P 500: Sharpe 1.69 vs 1.43, annualized return 73% vs 23%, and Calmar 2.86. UVXY-triggered rotations into leveraged tech with ballast aim for quick upside while actively managing downside risk.