A tactical, RSI-driven, multi-asset strategy that shifts between UVXY (volatility), SVXY (inverse vol), leveraged equity bets (TQQQ/FAS), and cash (BIL) based on short-term momentum signals to ride volatility cycles and equity trends with potential for high swings.

What it does in plain terms: - It watches several assets that represent market volatility (UVXY for rising volatility, SVXY for falling volatility) and several equity/momentum assets (SPY, TQQQ, FAS). It also uses a cash-like option (BIL) to park money when signals aren’t clear. - It measures short-term momentum with RSI (a gauge of how strong recent price moves have been) and also looks at recent returns over a few days. - If the momentum signals strongly favor rising volatility, it shifts almost entirely into UVXY (100%); if signals favor low volatility, it tilts toward SVXY or cash; if equity momentum looks best, it may tilt into leveraged equity bets (like TQQQ or FAS) or broader equity exposure (SPY). - The rules are built as many nested “if” checks with thresholds (e.g., RSI levels around 75–80) and small, discrete weights (0%, 10%, 100%). - It does not rebalance on a fixed schedule; it reacts when the rules fire, aiming to reduce noise with a corridor (0.1) so small fluctuations don’t flip positions unnecessarily. - Because one or more assets are levered ETFs, the strategy is high-risk and can swing widely with market volatility. The overall idea is to capture volatility-driven turns and momentum in equities while keeping a cash buffer when signals disagree.

Out-of-sample: ~45% annualized return vs ~15% for the S&P, with higher Sharpe (~1.04 vs 0.84) and Calmar (~1.50). A volatility-timing, multi-asset approach seeks faster upside with a cash buffer—though drawdowns can be larger in choppy markets.