A daily rotation between cash-like T‑Bills (BIL) and 7–10 year Treasuries (IEF) based on which has stronger 10‑day momentum (RSI). It seeks bond rally upside via IEF and defends in rising-rate periods by switching to BIL.

Each day, it compares recent strength (last ~10 trading days) of two U.S. Treasury ETFs: BIL (very short-term T‑Bills) and IEF (7–10 year Treasuries). If IEF has stronger recent gains, it holds 100% IEF; otherwise it holds 100% BIL. Ties default to BIL. RSI here is just a score of recent ups vs. downs.

Defensive BIL/IEF rotation minimizes drawdowns (~0.03%) and delivers extraordinary risk-adjusted returns (out-of-sample Sharpe ≈19, Calmar ≈153), offering capital preservation and steadier returns vs the S&P 500’s higher volatility.