A two-stream, RSI-based tilt into leveraged tech/semis (TECL, SOXL) and leveraged SPY (UPRO) with a bond hedge (BSV). Very low RSI on TQQQ or SPY triggers stronger equity bets; higher RSI leads to more Bonds. No daily rebalancing; weights follow defined RSI thresholds and corridor tolerance.

- RSI (momentum) checks tell the system when assets have recently moved up or down too quickly. A low RSI means “oversold” and can be a sign to buy or to tilt toward higher-risk exposure if risk controls are in place. - The strategy runs two decision streams in parallel: one focused on TQQQ (a 3x leveraged Nasdaq ETF) and a second focused on SPY (broad-market). - For the TQQQ stream, there are three RSI thresholds (20, 25, 31). If TQQQ’s 10-day RSI is under 20, the model heavily weights TECL (tech) and SOXL (semiconductors) with 75% of the risk sleeve, plus 25% in BSV (short-term bonds) as a hedge. If RSI is under 25 but not under 20, the tilt is gentler (33% TECL/SOXL, 67% BSV). If RSI is under 31, a different allocation is applied toward the same assets but under a different mix. - Inside the TQQQ stream there are additional nested checks for SPY’s RSI to decide whether to add UPRO (3x S&P) into the tilt, pairing UPRO with SPY in the same grouped decision, or to revert to a bond-only or bond-heavy allocation if SPY’s RSI thresholds are met (<21, <28, <30). - The SPY stream uses SPY as the anchor for a separate set of thresholds: if SPY’s 10-day RSI < 21, allocate 75% to UPRO and 25% to BSV; if < 28, allocate 33% to UPRO and 67% to BSV; if < 30, allocate another tilt (potentially reducing equity exposure); otherwise, settle on BSV. - “wt-cash-equal” and “wt-cash-specified” are the weight-building blocks used to translate these heuristic levels into concrete percentages across listed assets. - There is no explicit rebalancing, only corridor-based weight adjustments within a ±0.1 tolerance around target positions. Overall, the portfolio tilts toward leveraged equity when oversold signals are strongest, and leans toward bonds as the signals weaken, with a parallel pathway adjusting exposure via UPRO as a SPY-based signal strengthens. This is a momentum-driven, high-risk tactical approach rather than a steady, long-term allocation.

Out-of-sample return 25.23% vs SPY 23.35%, with lower max drawdown 10.71% vs 18.76%, beta ~0.73 and Calmar ~2.35, plus positive alpha. An RSI-driven tilt to leveraged tech with a bond hedge delivers higher upside and contained risk versus the S&P 500.