A daily‑rebalance, two‑bot system (SPY and QQQ) that uses short‑term RSI signals to chase quick momentum with levered ETFs (SPXL/TQQQ) and hedge with UVXY, while rotating into cash/bonds (BIL/IEF/TLT) when risk signals rise.

Two separate bots run every day: one focused on SPY and one on QQQ. Each bot looks for short‑term momentum using RSI signals on related assets. If the RSI on a levered version of the big index is very high (extreme momentum), the bot buys a volatility hedge (UVXY). If not, it may enter leveraged long exposure (SPXL for SPY or TQQQ for QQQ) when other RSI checks with bond signals look favorable. If momentum signals aren’t supportive, the bot can shift into cash-like or bond‑related assets (BIL, IEF, TLT) depending on a separate Bond Market Check that compares RSI readings across bond ETFs. Within each bot, cash is divided evenly among the candidate assets when multiple signals fire. The two bots share the capital so that roughly 40% is allocated to each, with daily rebalancing to reflect current signals. In short: it looks for quick upside moves using RSI, amplifies exposure with levered ETFs, hedges with UVXY when momentum is extreme, and retreats to safe assets when risk signals flare up.

Out-of-sample edge: Sharpe 1.74 vs 1.46, annualized return 66.16% vs 23.41%, Calmar 2.35. Two bots chase momentum with levered ETFs, hedge with UVXY, and rotate to cash/bonds on risk - delivering higher risk-adjusted upside than the S&P 500.