A daily, single-ETF rotation strategy that uses RSI-driven ranking within four regimes (Volatility, Upside, Defensives, Downside) guided by SPY’s 200-day trend. It selects one ETF (often levered or volatility/defensive) to own each day and rebalances daily.

In plain terms: each day the system asks, “Which market regime are we in, and which single ETF should we own to play that regime?” It does this by checking four regime buckets. It looks at volatility signals (RSI of VIX-related ETFs) to decide if volatility is high. If volatility signals are strong and the market volatility regime is on, it considers VIX-related ETFs (VIXM, UVXY) and picks the one with the weakest short-term momentum (lowest RSI) after ensuring the broad market trend is supportive. If volatility isn’t the cue, it moves to an upside regime and looks at leveraged equity bets (SPXL, TQQQ) ranked by RSI, again selecting the bottom (least overbought) candidate. If neither volatility nor upside cues apply, it evaluates defensives (consumer staples and related plays) to capture resilience while staying exposed to upside. If the market looks bearish, it shifts toward downside/hedge positions (bear/short ETFs, dollar exposure, or inverse/more protective assets) using the same RSI ranking to pick a single best candidate. The selected ETF is then held for that day, with a daily rebalance to a single position. Key inputs include a 14-day RSI for ranking, a 14-day window for RSI computations, and a 200-day moving average filter to confirm trend direction. The design emphasizes “one thing to own today” rather than diversified multi-asset allocation. Risk notes: levered ETFs (3x) magnify moves and can a) magnify losses in choppy markets and b) behave counter-intuitively when held over long horizons due to daily reset effects.

Out-of-sample: ~54% annualized return vs ~19% for SPY, Sharpe ~1.03, Calmar ~1.01. A regime-rotation with a single-ETF pick aims for big upside; expect higher drawdowns in downturns (~54% vs ~19%), but strong upside capture.