A momentum-driven, RSI-based picker of leveraged ETFs and hedges that aims to ride trends and hedge when signals weaken, using a cash baseline and no automatic rebalancing. It targets strong moves in tech/broad-market while using inverse exposures to protect against drops.

- It starts with cash and uses a framework called wt-cash-equal to decide whether to buy an asset or stay in cash. - The candidate assets include a mix of leveraged longs (e.g., QQQ, SPY, SOXL, TECL, UPRO, TQQQ) and inverse/leveraged hedges (e.g., SQQQ, SPXU, TMV, USDU, SHY, SHV, STIP). - For each asset, it looks at momentum signals: mainly RSI (relative strength index) and short-term moving-average comparisons. It often sorts assets by RSI over windows like 10–13 days and then picks the top (best momentum) or bottom (weakest momentum) asset. - It also uses trend checks such as current price relative to a long-term average (e.g., price vs. 200-day moving average) and whether recent performance (e.g., 1- or 6- or 20-day cumulative return) meets certain thresholds. - When a signal fires, it assigns a weight (commonly a two-part weight like 68/32 or 50/50 across signals) to a single asset and enters the position. There’s no pre-set rebalancing cadence; entries are driven by the conditional logic and the nested “if” structure. - Some branches connect stock exposures with bond or cash proxies (e.g., SHY, SHV, STIP, TLT) to hedge or diversify within the same decision tree, sometimes prioritizing one asset on the long side and another on the hedged side when certain RSI or price rules are met. - The overarching theme is “Buy the dips. Sell the rips.”, meaning the system tries to buy during pullbacks in uptrends or during pullbacks in downtrends, while using momentum signals to pick which instrument to hold. - There is a specific label (“Buy the dips. Sell the rips. V2”) indicating the practical philosophy visible in many branches, and a final parameter for a tiny rebalance corridor (rebalance-corridor-width 0.01) that effectively minimizes routine rebalancing. - The strategy leans heavily on momentum-based selections among volatile, leverage-enabled ETFs, with risk controls baked into RSI thresholds and moving-average comparisons, but it remains a high-risk, high-volatility approach due to leverage and rapid signal-driven churn.

Out-of-sample momentum strategy with cash baseline and hedges offers far higher upside than SPY: ~72% annualized vs ~22%, Sharpe ~1.26, Calmar ~1.77—at the cost of larger drawdowns (~41% vs ~19%).