A daily, ETF-only, delevered multi-asset strategy that blends EM and US exposure with hedge/defense bets. It uses RSI and moving averages to decide risk-on or risk-off tilts, aiming for strong risk-adjusted returns without leverage.

Think of it as a rule book that runs every day. It mixes growth-focused US/tech exposure with emerging-markets ideas, but it keeps a set of hedges ready if momentum gets overbought. When momentum or trend signals are strong in the US market, it tilts toward growth assets (like QQQ or EM proxies). When signals indicate risk or overbought conditions, it shifts into defensive bets and hedges (defensive ETFs like XLP/XLU, or short/ inverse ETFs such as PSQ, SH, SHV). The EM portion is deliberately “delevered”—it tests EM exposure against US momentum and uses hedges to limit downside, rather than using leverage. It rebalances daily and keeps everything in ETFs, not individual stocks, aiming to blend upside potential with downside protection through a web of RSI and moving-average checks plus a few mean-reversion rules. In short: a careful, search-for-signal rotation between risk-on growth and risk-off protection, with EM participation tempered by hedging rules.

Out-of-sample, ETF-only, delevered rotation: Sharpe 2.23 vs 2.12, drawdown 3.56% vs 5.07%, Calmar ~4.78 - better risk-adjusted growth with hedges and EM/US rotation.