A daily, rule-based momentum strategy that rotates between tech/stock exposure and bonds/cash using RSI signals, favoring tech when momentum looks strong and shifting to safety when Nasdaq momentum nears extreme levels, with equal weighting across active assets.

Every trading day the strategy checks a sequence of momentum rules using RSI values on several ETFs (QQQ, XLK, IEF, PSQ, SHV). If QQQ looks extremely overbought (RSI over 80 on a 10-day window), it shifts toward safer assets (SHV) or cash. If that condition isn’t met, it uses other RSI comparisons (e.g., IEF vs PSQ, XLK vs QQQ) and moving-average checks to decide whether to tilt toward equities (SPY, QQQ, XLK) or toward bonds/cash. When the model allocates to stocks, it weights the chosen equity ETFs roughly equally (cash-equal approach) rather than overweighting a single name. The intent is to capture upside in tech when momentum is favorable while leaning to safety when momentum signals suggest risk, all on a daily rebalancing cadence.Important note: the exact numeric thresholds come from the coded RSI windows and comparisons (e.g., 10-day RSI on QQQ > 80, 20-day RSI windows for cross-asset comparisons) and are used to drive decision branches, but the high-level idea is momentum-based rotation between growth assets and safety assets, with a simple equal-weight scheme within the active group.

Out-of-sample RSI-driven momentum rotates between tech and bonds, delivering higher risk-adjusted returns than the S&P: ~37.11% vs ~22.21% annualized, Sharpe ~1.54 vs ~1.31, drawdown ~14.87% vs ~18.76%, Calmar ~2.50.