A daily mean-reversion, multi-asset strategy that rotates among 3x leveraged tech/QQQ ETFs and cash; signals rely on RSI and short-term returns versus bonds, with additional hedges via UVXY/SHY/UUP/DBC, plus a risk-control layer to blend beta exposure.

- Every day, the system evaluates several small decision modules (groups). - For the SPXL, TQQQ, and TECL groups: if the group’s asset RSI (21 days) is lower than the bond proxy RSI (AGG, 21 days), invest in that asset. Otherwise, park in a cash proxy (BIL). - The Buy the Dip Nasdaq group looks for short-term Nasdaq weakness and tilts toward TQQQ or, if conditions aren’t favorable, toward a bond proxy (BSV). - The QQQ RSI groups use extreme RSI signals to decide whether to hedge with UVXY (volatility) or stay in safer assets like SHY, and another branch considers QLD if RSI is very low. - The portfolio also includes broader exposure (QQQ itself, UUP, DBC) for diversification. - A separate risk-analysis block compares cumulative returns against volatility to tilt toward higher-beta vs lower-beta exposures. - An “Extremely oversold” block uses a bottom-up selection among a pool of risky assets to pick up to four top oversold opportunities, with a 90-day sort by a volatility-related metric to stabilize picks. - Rebalancing is daily, with cash-like instruments used to maintain capital preservation when signals do not favor equity exposure.

RSI-driven mean-reversion strategy rotating leveraged tech exposure with hedges. Out-of-sample: ~43.7% annualized return vs SPY ~24.8%; higher upside but larger drawdowns. Attractive alpha for aggressive allocations with built-in risk controls.