A daily, volatility- and momentum-driven rotation between equity leverage (TECL/CURE) and bonds (TLT), using RSI and SPY 21-day volatility as signals. It replaces SHY with TLT and UPRO with CURE (and SSO with TECL), favoring longer-duration bonds and sector/levered bets when conditions look favorable, while maintaining an equal-basis, risk-managed stance under higher volatility.

- It rebalances daily between a cash-like setup and a fund-rotation setup. - In the cash-equal vein, it compares SPY’s 21-day volatility against a threshold; when SPY’s recent volatility is high, it tends to place a balanced, equal-weighted position between a stock ETF (SPY) and a long-bond ETF (TLT). - If SPY’s 21-day volatility is not above the high threshold, the logic shifts to a more nuanced split that can tilt toward SPY with a bond sleeve (TLT) or move into a set of levered/sector ETFs (TECL, CURE) depending on additional tests. - In the Fund Surfing block, it uses a bottom-RSI approach to pick one candidate from a smallGROUP of funds (UPRO, TECL, SHY replaced by TLT in this version). It ranks the candidates by RSI over the last 21 days and selects the one with the lowest RSI (the most “oversold” by that metric) as the single asset to own, subject to a further risk check using SPY’s 21-day volatility. - The strategy substitutes SHY with TLT and UPRO with CURE (and SSO with TECL) as part of the named replacements, signaling a shift toward longer-duration bonds and more sector/leveraged tech exposure. - The overall intent is to capture growth when market conditions are favorable (via TECL/CURE) while using bonds to cushion risk, with a simple, rule-based discipline to avoid overconcentration and to keep the approach transparent.

Out-of-sample annualized return ~36.9% vs SPY ~22.9%, with bond ballast and volatility-driven rotation. Sharpe ~1.03; Calmar ~0.85. A transparent, rule-based strategy aiming for stronger growth with measured risk.