A RSI-driven, levered momentum strategy across SPY/QQQ proxies plus BITO and treasury hedges, allocating with equal cash weightings and conditional long/short bets (UPRO/TQQQ vs SH/PSQ) based on short-term momentum and trend checks; no fixed rebalancing.

Here’s the idea in plain language: - The system looks at several big market ideas (SPY, QQQ, and related leveraged or inverse funds, plus BITO for crypto and treasury ETFs for safety). It then ranks one candidate asset by a 14-day momentum showings (RSI) and picks the bottom one (the most oversold or least overbought among the candidates). - For that chosen candidate, a chain of simple tests checks short-term momentum and trend signals (such as short-term RSI on SPY/QQQ and how the price compares to short- and medium-term moving averages). - If the momentum and trend cues look favorable, the strategy buys a levered long version of the base idea (for SPY the levered UPRO, for QQQ the levered TQQQ, or related 2x/3x exposures). If signals indicate risk, it may switch to hedges or inverse assets (SH for SPY, PSQ for QQQ) or include BITO or treasury ETFs as defensive ballast. - Capital is kept balanced with equal-weight cash segments (wt_cash_equal) and a weight based on specified cash rules (wt_cash_specified), preventing over-concentration. There’s no automatic calendar rebalancing; updates happen when the nested signals fire. - The net goal is to ride short- to mid-term momentum with amplified returns from leverage, while using hedges and cash to limit risk.

Out-of-sample, this RSI-driven leveraged momentum strategy targets ~55% annualized returns vs ~22% for the S&P, backed by solid risk metrics (Calmar ~2.11, Sharpe ~1.22) and diversified hedges for higher, more resilient gains.