A daily-rebalanced, RSI-driven, short-term volatility timing strategy using three tickers (SVIX, VXX for volatility bets and BIL for safety). It reads SPY’s RSI signals across short windows to tilt toward or away from volatility bets, with an additional Vixation module that uses broader equity signals for extra hedging opportunities.

- The plan watches SPY (the S&P 500 fund) and measures a simple momentum-like signal called RSI (roughly: is SPY overheated or too cheap recently). It looks at SPY’s RSI over very short windows (about 2–10 days). - If SPY looks oversold (low RSI, e.g., below about 25) on some windows, the strategy tends to tilt toward volatility hedges SVIX or VXX, which tend to rise when market volatility spikes. The exact weight varies depending on how strong the signal is. - If SPY looks overbought (high RSI, e.g., above about 80) on some windows, the model shifts away from heavy volatility bets and often rises cash-like exposure via BIL (short-term Treasuries) to protect capital. - In calmer signals, a balanced mix keeps some exposure to volatility hedges but trims risk by allocating more toward cash-like assets. - A separate “Vixation” module uses other popular ETFs (including sector/leveraged ETFs) and conditions like extreme moves in those assets to trigger additional volatility hedges or alternative bets, again with BIL as a hedging anchor when volatility conditions appear milder. - The design uses three tickers (SVIX, VXX, BIL) to avoid putting all risk into a single instrument and to reduce cross-account wash trading. Rebalancing happens daily so weights can adapt to new signals. - The intended outcome is to profit from short-term spikes in volatility (when signals indicate it’s coming) while preserving capital in quieter times by holding safer assets. A mid-term VIX variant is mentioned as an optional setup for different horizons.

Out-of-sample volatility-timing strategy using SPY RSI signals with SVIX/VXX hedges and BIL cash protection. It delivers superior risk-adjusted returns (higher Sharpe and Calmar) and stronger annualized upside versus the S&P 500, with disciplined risk controls.