A daily binary rotation between SOXX (semiconductors) and SHV (short Treasuries), guided by 10-day RSI signals on BIL/IEF and extremes in SOXX RSI. Mostly defensive (SHV) with an occasional tilt to SOXX when SOXX is oversold.

- RSI is a momentum indicator that compares recent gains and losses to gauge overbought/oversold conditions. A common interpretation: higher values mean stronger recent upward moves; very high values suggest the asset may be due for a pullback, while very low values suggest a rebound could follow. In this strategy, RSI is calculated over the last 10 days for several tickers. - The strategy compares the 10-day RSI of BIL (very short-term Treasuries) to the 10-day RSI of IEF (longer-term Treasuries). If RSI(BIL) < RSI(IEF), the system considers a risk-on or risk-off tilt based on a second check. If RSI(BIL) >= RSI(IEF), it uses the same second checks (the DSL shows symmetric branching, but the final actions end up based on SOXX RSI readings). - The next check uses SOXX's 10-day RSI. If RSI(SOXX,10) > 80, the model switches to SHV (defensive, short Treasuries). If RSI(SOXX,10) < 30, it shifts to SOXX (risk-on, semiconductor equities). If RSI(SOXX,10) is between 30 and 80, it defaults back to SHV (defensive). - The position is always 100% in a single asset (no diversification across both SOXX and SHV at the same time). - The daily rebalance means the portfolio is re-evaluated and re-allocated every trading day based on the latest RSI signals. The assets involved are: SHV (short-term Treasuries) and SOXX (semiconductors). The BIL/IEF comparison is used as a regime filter, but in practice the day-to-day decision is driven by SOXX RSI thresholds. This is a tactical, binary rotation strategy with a bias toward safety unless SOXX shows an oversold condition, in which case it tilts toward equities in the semiconductor sector. - Practical notes: expect exposure to interest-rate and macro regime shifts via the bond ETFs, plus sector risk via SOXX. Transaction costs and tax considerations of daily trading may impact real-world performance. The strategy is educational and should be backtested and understood before live use.

Value prop: A rules-based SHV/SOXX binary rotation that stays defensive unless SOXX is oversold, delivering tighter downside control and steady upside. OOS: drawdown 9.11% vs 18.76% (S&P); return 14.88% vs 20.38%; Calmar 1.63.