A multi-module, RSI-informed momentum system that picks long/short bets across semis, broad markets, and hedges, aiming for big gains from a watchlist while using hedges (bills, USD, gold, volatility, inverse ETFs) to manage risk; rebalances infrequently with a defined corridor.

Think of RSI as a simple speedometer: it tells you when a price has been moving up too fast (overbought) or down too fast (oversold). This strategy runs several small decision trees (modules). If a market/sector looks oversold, it may buy a leveraged bet on that sector (for example, SOXL, a 3x bet on semiconductors). If the market looks overheated, it may tilt toward hedges like DRV (a 3x bear on real estate) or dollar/gold/short-term bonds to reduce risk. Other modules look at which assets have performed best recently and tilt toward those Top performers, while sometimes using short or inverse ETFs to protect against downturns. The system mixes equities (DE, ES, NU, TS, COST, UNH, TSLA, MSTR), sector ETFs (SOXX, SOXL, SOXS, SMH), broad-market ETFs (SPY, SPXU, TQQQ, SQQQ), bonds/treasury (BIL), currency (UUP, USDU), gold (UGL), volatility (UVXY, VIXY), and commodities (DBC). It uses lookback windows (e.g., 60–90 days), simple ranking rules (top by cumulative return, or by risk/volatility measures), and a few thresholds around RSI values to decide whether to enter, exit, or hedge. Weighting is typically percentage-based, with occasional blocks allocated to cash or hedges. Rebalancing is constrained (no frequent rebalancing; only when a narrow corridor is breached) to reduce transaction costs and churn. In short: a layered, signal-fueled system that tries to ride winners while defending against drops with a menu of hedges and defensive positions.

High upside, disciplined risk: out-of-sample annualized return ~38.9% vs S&P ~20.4%, Calmar ~1.16. Uses momentum, hedges, and infrequent rebalancing to chase big gains while damping risk. Note: max drawdown can be ~33.6%.