A 70/30, rule-based, RSI-driven multi-asset strategy: 70% hedges when momentum is extreme, 30% diversified bets otherwise, with a focus on mean-reversion cues and cross-asset checks to manage risk and seek upside.

- The strategy is a two-sleeve, rule-based allocation with a 70/30 split between Light Short (hedging) and Alt Blocks (diversified bets). - It primarily uses RSI (momentum) signals on a range of major and ancillary tickers. When RSI readings are very high (roughly above 80) for big benchmarks (like SPY or QQQ), it tilts toward hedges (SHV and PSQ). - If signals aren’t at extreme levels, it activates the Alt Blocks, rotating among a diversified mix of assets (including small-cap, international, bonds, gold, and sector-specific exposures) with additional checks such as moving-average comparisons and mean-reversion indicators. - The system is designed to be signal-driven rather than time-based rebalancing and includes a corridor-width parameter that constrains how aggressively allocations can shift. - The end result is an attempt to achieve a high Sharpe-like profile by cutting risk in overbought regimes while remaining exposed to diversified opportunities in more neutral regimes.

Out-of-sample, this 2-sleeve RSI strategy beats the S&P 500 on a risk-adjusted basis: ~32% annualized return vs ~18%, drawdown ~7.5% vs ~18.8%, Sharpe ~1.85 vs ~1.03, Calmar ~4.28. Hedge during spikes; diversify otherwise.