A daily, rule-based momentum strategy switching between safe (SHV) and aggressive (SOXL/SOXX) bets, guided by 20-day RSI on bonds vs high-beta stocks and supported by short-term RSI checks on semis/volatility; high risk and dynamic exposure shifts.

- Every day, compute 20-day RSI for BND (bond fund) and SPHB (high-beta stock fund). If RSI(BND,20) > RSI(SPHB,20), the system follows a defensive path focused on safe/cash-like exposure; otherwise it goes into a risk-on/tactical path. - In the defensive path, the primary asset is SHV (short-term Treasury ETF) with additional checks that may adjust exposure to other assets (e.g., semiconductor-related or volatility-related) only if certain momentum thresholds are met. The exact nested checks involve short-term RSI readings (window 10) on related assets, with thresholds that can trigger moving into or out of SHV. - In the risk-on path, the system looks to SOXL (levered semiconductor ETF) as a core long, but only if its momentum isn't deteriorating drastically. If SOXL momentum is weak (e.g., RSI below a low threshold like 30 on a short window) the model shifts away from SOXL toward SHV (defensive) or other safe signals. - UVXY (volatility ETF) is used as a hedge signal: when volatility momentum is high (e.g., RSI on UVXY above a high threshold), the strategy tends to retreat toward SHV or reduce risky exposure. - The structure includes an explicit cash-equal weight mechanism, effectively keeping cash as a baseline in many parts of the decision tree. - In short, the strategy toggles between safety (SHV/cash-like exposure) and aggressive bets (SOXL/SOXX) based on a network of RSI signals across BND, SPHB, SOXL, SOXX, UVXY, and SHV, with volatility-driven hedges and multiple fallback rules to avoid lingering in unfavorable conditions.

Out-of-sample, this strategy targets ~42% annualized returns vs SPY’s ~19%, using daily momentum shifts between aggressive bets and SHV cash with hedges. Higher upside comes with higher drawdown risk, but it can outperform in strong bull markets.