A two-sleeve, RSI-driven, rule-based strategy that allocates 70% to an equity/hedge engine and 30% to a bond-momentum sleeve, using many ETFs. It hedges aggressively when stocks appear overbought and employs mean-reversion and bond signals, with no automatic rebalancing and a backtested “2007 edition” Sharpe reference.

What this strategy does, in plain language: - It splits your money into two main parts: 70% goes to an equity-focused engine (Alt Blocks) and 30% to a bond-focused engine (TLT Momentum). - Alt Blocks watch a lot of stock proxies (SPY for the S&P 500, QQQ for Nasdaq 100, IOO, and sector/related funds like XLK and XLP) and, when they look overbought (RSI readings around 80 or higher), they buy protective positions that benefit if stocks fall. This is done using inverse or short ETFs (for example PSQ, SH, QID, SHV). The idea is to reduce risk when the market is overheating. - Signals are layered across many assets, not just one. If several assets show a similar overbought signal, the system strengthens protection; if only one does, it may still hedge but with a lighter touch. - There is a dedicated mean-reversion layer that tries to exploit temporary overextensions by comparing relative performance between assets (for example XLK vs QQQ, or EEM vs SPY) and adjusting positions toward the underperformer or mean-reverting candidate. - GLD (gold) is used as a diversifier under certain mean-reversion conditions, adding a potential hedge when stocks look extended. - The 30% TLT Momentum sleeve trades long-dated Treasuries (TLT) based on RSI and moving-average checks. If TLT looks oversold (RSI low, e.g., below 35) or crosses favorable moving-average signals, it tilts into TLT; otherwise it may lean toward cash or hedges (SHV) depending on other conditions. - There is no automatic rebalancing in this setup (rebalance: none), but there is a defined corridor width (0.05) that would guide adjustments if rebalancing were turned on. - The overall aim is a high Sharpe-style risk-adjusted return, as suggested by the label “2007 @ 2.63 Sharpe.” - In short, it’s a rule-driven, diversified, two-sleeve system that uses RSI, moving averages, and cross-asset comparisons to decide when to own risk, hedge risk, or tilt into bonds, all through a web of ETFs.

Outperforms the S&P with stronger risk-adjusted returns: out-of-sample annualized return ~24.9% vs ~17.9%, Sharpe ~1.62 vs ~1.03, and max drawdown ~10.4% vs ~18.8%. A diversified, rule-based hedge plus bond tilt lowers risk while boosting upside.