A high-risk, all-or-nothing rule: if any major market proxy’s 10-day RSI climbs above 79, move 100% into UVXY; otherwise stay in cash. It uses a long chain of momentum tests across several tickers, plus guardrails, to time volatility rather than diversify across assets.

- Start with 100% cash by default. - For each of several market proxies (QQQE, VTV, VOX, TECL, VOOG, VOOV, XLP, QQQ, SPY-related, etc.), compute a 10-day RSI. - If RSI on any proxy is greater than 79, immediately allocate 100% to UVXY (the volatility ETF). - If that RSI condition isn’t met for any proxy, stay in cash. - There are additional nested checks that reference conditions on QQQ and TQQQ and moving averages, but the practical effect is to avoid/modify exposure when those extra signals aren’t favorable. - Rebalancing is set to none; changes occur only when a signal fires (or doesn’t). - The strategy uses UVXY as the sole trigger asset to capture spikes in volatility; otherwise it keeps money in cash (no broad stock exposure). - Because UVXY is a futures-based volatility product, this approach is intended for very short horizons and can suffer from decay if held too long.

Out-of-sample edge: ~120% annualized return, Sharpe 1.50, Calmar 2.32, max drawdown 52%. Default cash, 100% UVXY on extreme momentum signals. Higher upside vs SPY with stronger risk-adjusted performance, albeit bigger drawdowns.