A daily, RSI-driven rotation among EM stocks, US equities, and bonds/cash, using multiple rule groups to decide risk-on vs risk-off postures and weights, with less-leveraged proxies to extend backtesting.

The strategy watches a basket of assets including EM stocks (EEM) and a short-EM hedge (EUM), US stock proxies (SPY, IWM, IGIB), and bond/cash proxies (SHV, BIL, IEF, DIA). Every trading day it runs a set of rules: if EM momentum is very weak (RSI below 30) or very strong (RSI above 80) it triggers shifts between EM long, EM short, or safety assets. It organizes decisions into four main rule groups (EM #1–#4), each with sub-conditions that compare EM signals to US-market signals and to bonds/cash, and then assigns weights (often in blocks like 90/10 or 65/35) to selected assets. When uncertainty or mixed signals occur, it falls back to cash-equivalent weights. The portfolio is rebalanced daily, and the code uses less-leveraged proxies to backtest longer histories. In short: it rotates among EM exposure, US equities, and bonds/cash based on momentum signals, aiming for upside participation with risk controls.

Out-of-sample, this RSI-driven rotation across EM, US stocks, and bonds aims for better risk-adjusted returns and smaller drawdowns than the S&P 500 by riding EM momentum and switching to safety in down markets.