Momentum-driven, multi-asset rotation using RSI and moving-averages to tilt among levered ETFs, sector proxies, and cash; equal-weighted sub-strategies; no fixed rebalancing.

Better Basso is a diversified momentum strategy that splits capital into many sub-strategies (groups). Each group looks for momentum signals to pick one instrument to own, based on: (1) RSI readings of related benchmarks (with various lookbacks) to gauge whether that market is overbought or oversold; (2) price versus moving averages to confirm an uptrend. Examples of instruments include QLD (2x leveraged NASDAQ), QID (inverse NASDAQ), SPY, XLK, SOXX, GLD, DBC, DBO, XLE, UUP, SHY, TLT, IEF, TMF, TYD, and others. If a group’s signal fires, it assigns an equal-weighted position in its chosen asset. The groups themselves are also combined with equal weight. The system does not run a fixed calendar rebalance; instead, positions drift within a 1% corridor and only adjust when a signal changes meaningfully. Signals cover a wide spectrum: tech momentum vs defensive sectors, oil/energy momentum, commodities, gold, dollar strength, and various bond maturities, allowing the portfolio to adapt to different market regimes. Note: the strategy relies on indicators and levered/Inverse ETFs, which can amplify both gains and losses and incur higher costs and risk.

Out-of-sample momentum across multiple assets delivers higher risk-adjusted returns (Sharpe 1.32) with lower drawdown (12.5% vs 18.8%). Diversified signals and occasional leverage seek smoother, resilient gains vs the S&P 500.