A daily, RSI-driven mix that rotates between cash, leveraged tech/semis bets (SOXL/TECL), and bear hedges (SOXS/SQQQ) using bond signals to gauge risk, aiming to ride uptrends and reduce drawdowns through tactical risk-on/risk-off shifts.

- Purpose: try to capture market upside with cautious risk management by rotating between cash, leveraged equity bets, and hedges. - Signals used: momentum via RSI (lookback windows around 5, 7, 10, 14 days) and relative strength comparisons between bond proxies and equity proxies. - Core decision gates: (1) bond-relations check (IEF>IBTK and SHY>SBND) to set the broad regime; (2) RSI comparisons (eg SHY vs SPHB, BIL vs VGIT) to fine-tune tilt; (3) momentum screening to pick top levered long assets (SOXL, TECL) or contrarian shorts (SOXS, SQQQ) when specific oversold conditions appear. - What gets invested: when signals are favorable, allocate to levered equity bets (SOXL or TECL) or, under oversold regimes confirmed by bond signals, to bear ETFs; otherwise, hold cash. Daily rebalance governs distribution changes. - Risk controls: use of bond proxies to avoid riding a purely equity-only rally; inclusion of bear ETFs to hedge; emphasis on relatively short lookback momentum which can be volatile but is intended to catch trend changes quickly.

Out-of-sample, this RSI-driven strategy delivers superior risk-adjusted returns vs S&P 500: oos Sharpe 1.06 vs 0.82, ~76% annualized vs ~15%, Calmar ~0.97. It uses regime-based bets and hedges to capture upside and limit drawdowns.