A two-sleeve ETF strategy (60% hedged risk-tilt, 40% balanced diversification) driven by RSI and momentum rules across a broad ETF universe, including hedges via inverse/leveraged ETFs and cross-asset momentum, with a tight 5% rebalancing band and a target high risk-adjusted return.

Two main buckets: 60% Hedged/Risk-Tilt sleeve and 40% Balanced sleeve. Hedged sleeve uses light shorting/inverse ETFs (SHV, PSQ, SH) when broad momentum signals exceed high thresholds (RSI on SPY, QQQ, IO0, VTV, XLP, etc. > ~80). It also includes more elaborate hedged constructs (e.g., Hedged QLD with leveraged QQQ exposure and hedges using TLT). Balanced sleeve diversifies across a broad set of assets (EEM, IEI, IWM, IGIB, EUM, SPY, QQQ, SHV, GLD, XLK, XLV, QLD, TLT, etc.) using cross-asset momentum and mean-reversion rules to determine exposure. Signals use moving-average momentum and RSI thresholds, plus relative-strength comparisons between assets (e.g., TLT vs PSQ, QQQ vs SPY, etc.). Mean-reversion rules try to exploit when assets get stretched away from their recent norms (e.g., price relative to moving averages, cumulative returns thresholds) and adjust toward safer or hedged positions. Gold (GLD) and other defensives are used as supplemental risk-off signals in some branches. Rebalancing is kept tight (corridor ~5%), and the design is described as “2007 @ 2.25 Sharpe - ETFs,” indicating a target risk-adjusted return objective rather than a constant allocation.

Out-of-sample: annualized return ~29.1% vs ~17.9% for the S&P; Sharpe ~1.79 vs ~1.03; max drawdown ~7.6% vs ~18.8%; beta ~0.42. Higher upside with far stronger risk-adjusted performance and downside resilience.