A daily-rebalanced, rule-based portfolio that uses momentum and trend screens across dollar proxies, semiconductors, gold, commodities, healthcare, and cash-like assets to balance risk and capture varied market regimes.

Here’s a layman-friendly walkthrough of the main pieces: - The portfolio is split into modules rather than one single bet. - Dollar strength module: It looks at two dollar ETFs (UUP and USDU) and ranks them by short-term momentum (a simple speed metric called RSI measured over 14 days). It tends to pick the weakest among the two (the bottom-ranked) and checks that it is in an uptrend (short-term price moving averages are above longer-term averages). If those checks pass, it buys that dollar-related fund to leverage a stronger dollar when appropriate. If not, it uses an alternative group of defensive assets (short-term Treasuries, broad commodities) selected by a different rule set. - Overbought/Selling rip module with volatility tilt: It watches the broad market proxy SPY. If SPY looks very overbought (RSI above 76 on a short lookback, say 7 days), it moves into gold exposure (UGL) as a hedge/alternative. If SPY isn’t at those levels, it instead sets exposure to semiconductor-related equities (SOXL/SMH) based on another metric (max drawdown among candidates) to capture potential upside while watching risk. There’s also a guard to use inverse/short equity plays (SH, PSQ) if momentum signals flip. - Hotdogs n Healthcare module: A smaller, healthcare-focused sleeve (COST, UNH) with several checks that combine short-term momentum and a risk screen (moving averages, max drawdown against a cash proxy). This module is designed to be a lower-touch, education-light sleeve that adds exposure to parts of the healthcare space when conditions look favorable, with some defensive tweaks (keeping a cash-like proxy in mind). - Asset selection details: Across modules, the system uses simple screens like “select top” or “select bottom” based on momentum (RSI) or risk (standard deviation, max drawdown). It also uses price-based trend checks (moving-average comparisons) to avoid buys during weak trends. Some branches combine multiple assets into a small pool (e.g., top 2 by standard deviation in a 14-day window) and then pick the best candidate by the specified metric. - Weighting and rebalancing: The strategy assigns fixed weights within each module (e.g., 45% to dollar strength, 45% to the overbought/semiconductor logic, 10% to healthcare), and then rebalances daily so the portfolio always reflects the latest signals. The exact weights are expressed in “den/num” style (e.g., 45/100). In short, you’re getting a diversified, rule-driven mix of currencies, cash-like bets, tech/semis, commodities, gold, and healthcare with regular signal-driven shifts to adapt to market conditions.

Out-of-sample, this strategy delivers ~36.4% annualized return vs ~20.8% for the S&P, with a smaller drawdown (~14.5% vs ~18.8%) and a lower beta (~0.85), yielding stronger risk-adjusted growth across market regimes.