A rules-based, RSI-driven tactical portfolio that combines a concentrated growth sleeve (tech leaders with QQQ exposure) with volatility hedges (UVXY) and bull/bear overlays, switching positions based on momentum and price signals to aim for upside while limiting drawdowns.

This strategy continuously evaluates momentum signals across a wide set of assets. If short-term momentum for a growth proxy is strong, it routes about 80% into a concentrated growth sleeve (top tech names like NVDA, MSFT, AMZN, etc.) and about 20% into UVXY as a volatility hedge. If momentum signals weaken or flip, it shifts toward hedges (bear 3x or inverse ETFs), other growth/bear overlays, or cash-like proxies. The growth sleeve is capped with specific stock weights and a big exposure to QQQ. The system also includes bull/bear overlay blocks (TECL, SOXL for bulls; SQQQ, PSQ for bears) with selection rules (e.g., moving-average-return or RSI comparisons) and a cash/bond layer (e.g., BIL) to manage drawdowns. In short: a dynamic, signal-driven mix of growth exposure with structured hedges and overlays meant to ride uptrends and protect against downturns, not a static buy-and-hold.

Out-of-sample, this RSI-driven strategy delivers higher risk-adjusted returns than the S&P: Sharpe 1.48 vs 1.02, Calmar ~3.0, and ~59% annualized return (vs ~18%). Growth with hedges to capture upside and limit losses.