Daily-rebalanced, risk-controlled strategy using SPYM RSI signals to flip between SH (short), SPUU (2x long), and SPYV (value long), with a 50-day MA trend filter and a 4% drawdown guard for a safer 2026 S&P 500 approach.

Every trading day, the strategy evaluates SPYM (S&P 500 proxy) signals. If SPYM’s 14-day RSI > 75, it allocates to SH (short S&P 500) to potentially profit from a downturn. If RSI < 25, it allocates to SPUU (2x long S&P 500) to capture a rebound. If RSI is between 25 and 75, it tilts to SPYV (value-oriented long). A trend filter requires SPYM’s price to be above its 50-day moving average to activate these positions; otherwise, it keeps cash. There is a max-drawdown check (SPYM’s drawdown under 4%) to avoid taking on risk when recent declines are large. Cash is used as a buffer and positions are rebalanced daily. The portfolio remains in the equities space, but with hedges (SH) and leverage (SPUU) and a value tilt (SPYV) to create a safer S&P 500 profile.

Out-of-sample-tested strategy blends hedges (SH), 2x long (SPUU), and value tilt (SPYV) with a 50-day trend check and a 4% drawdown guard. It aims for safer, more resilient upside and lower drawdowns vs the S&P 500.