Uses XLY’s short‑term “heat” as a warning sign. If XLY gets extremely hot (10‑day RSI > 80), it shifts all money into UVXY to bet on a volatility spike; otherwise it parks in T‑bills via BIL. High risk when in UVXY; mostly cash-like otherwise.

- Watch XLY, an ETF of economically sensitive “consumer discretionary” stocks (think retailers, autos, Amazon-like names). It’s a rough gauge of investor risk appetite. - Calculate a short-term “heat meter” called RSI over the last 10 days. RSI scores recent price speed on a 0–100 scale; very high values mean price has run up fast. - If this 10-day RSI goes above 80 (unusually hot), the strategy bets on a near-term shake-up by moving all money into UVXY, an ETF that usually jumps when stock market volatility spikes (often when stocks fall). - Otherwise, it sits in BIL, an ETF holding short-term U.S. Treasury bills (cash-like). - It only changes positions when the RSI crosses that threshold; no regular rebalancing.

Out-of-sample resilience with downside protection: negative beta, lower drawdown (~9.5% vs SPY ~18.8%), Calmar 1.82, Sharpe 1.04, and ~17.2% annualized return. Mostly cash-like exposure, diversifying risk vs the S&P while preserving upside.