A daily RSI-driven, regime-based DeETF that toggles between two 3x bull ETFs and a trio of mega-cap stocks (plus a volatility hedge in one regime), using SPY RSI to time entries and short- to medium-term rankings to select assets with daily rebalancing.

RSI stands for Relative Strength Index, a simple gauge of whether prices have risen too quickly (overbought) or fallen too far (oversold) recently. The strategy uses SPY’s 14-day RSI to decide what to own each day. Regime A — RSI > 77 (overbought): allocate to two of three 3x bull ETFs (TECL, TNA, SPXL) that performed best over the last ~45 days, each taking a small weight (roughly 10% each). A volatility hedge with VIXM may be included under this regime when conditions call. Regime B — RSI < 30 (oversold): concentrate about 90% of the portfolio into three megacap/blue-chip stocks drawn from a long list (MSFT, AAPL, AMZN, GOOGL, META, NVDA, TSLA, AMD, INTC, NFLX, etc.), selected by a 46-day RSI ranking or related measure. The three stocks are then weighted among themselves, with the goal of capturing a rebound. Regime C — 30 ≤ RSI ≤ 77 (neutral): select three assets from a broader high-conviction universe (similar tech/large-cap names) based on RSI ranking over ~46 days, with substantial weighting to the chosen trio. All regimes rely on daily rebalancing and a cash buffer to keep liquidity, forming a dynamic DeETF-like portfolio rather than a fixed entry/exit from a single ETF. Key risk: using 3x levered ETFs magnifies moves and risks; regime signals can flip quickly, so stop-loss or cushioning is important in real trading.

Out-of-sample, this RSI-regime strategy beats SPY on risk-adjusted terms: ~62% annualized return vs ~21%; Sharpe ~1.61 vs 1.32; Calmar ~3.14. Slightly larger drawdowns, yet far stronger upside and alpha potential.