A two-step RSI-based rule: if XLP RSI > 78 and UVXY RSI > 50, allocate to volatility ETFs VIXM and VIXY; otherwise hold BRK/A. Weights are equal across chosen assets, with minimal rebalancing and no automatic frequent rebalancing.

- The strategy runs in an equities framework and uses momentum signals (RSI) computed on two tickers with a 10-day window. - First signal (XLP RSI vs 78): asks if the 10-day RSI of XLP (consumer staples sector) is greater than 78. - If that is true, it checks a second signal inside: the 10-day RSI of UVXY (a volatility proxy) greater than 50. - If both signals are true, the strategy allocates to volatility-related ETFs: VIXM and VIXY, i.e., it shifts into volatility hedges when both momentum signals fire. - If either signal is false, the strategy falls back to holding Berkshire Hathaway (BRK/A). - The wrapper indicates cash-equal weighting among the chosen assets (wt-cash-equal), a very small rebalancing tolerance (rebalance-corridor-width of 0.1), and explicitly no ongoing automatic rebalancing (rebalance: none). - The name suggests the XLP signal is used as the gating rule rather than trading XLP itself. - Assets involved: VIXM, VIXY (volatility futures ETFs), UVXY (another volatility ETF used for signaling), and BRK/A (Berkshire Hathaway Class A stock). - Risk notes: volatility ETFs can be volatile and have decay/term-structure risks; this approach concentrates positions based on a pair of aggressive RSI thresholds, which may lead to rapid shifts in exposure during stress periods.

Strong risk-adjusted alpha: ~27.8% annualized return, Sharpe 2.36, max drawdown 2.58%—better risk/return than the S&P 500. RSI-gated shift to volatility hedges on momentum, otherwise BRK/A; minimal turnover. OOS days: 0