The strategy is a systematic short equity mean reversion and crash risk premium capture that targets stocks exhibiting extreme short term overbought conditions after sharp, high volatility moves. It trades a daily rebalanced universe of liquid US equities (price above 5 and sufficient dollar volume) and uses ConnorsRSI (3 day RSI, 2 day up down streak component, and 100 day percent rank) to identify short term exhaustion. A custom 100 day annualized realized volatility filter is applied; only names with volatility above 100 percent are eligible, focusing the book on the most unstable, crash prone segment where snapback and post spike reversals are more likely. Each morning the model first covers existing shorts when ConnorsRSI falls below 30 (loss of overbought condition). It then initiates new shorts when ConnorsRSI exceeds 90, up to 40 concurrent positions, equally weighted at approximately minus 2.5 percent notional each, subject to available slots after accounting for current holdings and pending orders. Entries are placed as limit sell orders near 3 percent above the current price to avoid paying through the spread and to preferentially short into strength. The primary risk controls are strict position caps, equal weight sizing, liquidity screening, indicator warm up, and forced liquidation on universe removal; there is no explicit stop loss beyond signal based exits.