A daily, RSI-driven strategy that mostly goes long VXX (volatility proxy) when volatility signals are strong, otherwise stays in cash with gates to avoid poor timing.

Each day the system runs a series of RSI-based checks that look at VXX and several other popular ETFs. If the signals suggest rising volatility (RSI levels above certain thresholds like ~75–80 on key assets), the strategy allocates 100% to VXX (a volatility-focused instrument). If those signals aren’t strong enough, it stays in cash via a short-term-T-bill proxy (BIL) and may apply additional gates tied to recent performance of other assets to avoid buying at the wrong time. The approach is a layered, rule-based decision tree rather than a single indicator trigger, designed to capture spikes in market fear while avoiding frequent churn in calm markets.

Out-of-sample edge: ~30% annualized return vs SPY ~18%, via RSI-driven VXX tilts with cash gates. Higher upside and volatility alpha, but with sizable drawdowns—best for risk-tolerant investors seeking regime-shift gains.