Daily, signal-driven rotation between a cash proxy and a 25-blue-chip core, with optional leverage on tech and bond tilts, guided by momentum (RSI, price momentum) and risk signals to protect on stress and participate on strength.

Here's how it works in plain terms: - The strategy rebalances every day. It starts with a small cash-like reserve (BIL) and then decides where to put the rest. - Signals come from simple momentum measures: RSI (momentum) and how the price of certain funds moved recently. - If a levered tech ETF (TQQQ) looks extremely strong on a short window (RSI over 79 on 10 days), the plan shifts toward cash-like safety (BIL) to protect when momentum is extreme. - If not, the strategy checks for volatility and momentum patterns, with a special branch called “Huge volatility” that can push toward cash if the one-day move looks unusual, or push toward other baskets if conditions look supportive. - There are several branches that decide among: a) a Bond vs Stock tilt (based on bond vs stock momentum), b) a Mean Reversion tilt that may favor a leveraged tech tilt (TECL) or a core 25 blue-chip basket, or c) a Bond-dominant path (favoring bond proxies when bonds show stronger momentum than stocks). - The core equity basket is a fixed list of 25 blue-chip companies (e.g., AA, ABBV, AXP, BAC, C, CAT, CI, CVX, DD, DIS, GE, GM, HD, HPQ, IBM, JNJ, JPM, KO, MMM, MRK, PFE, T, VZ, WMT, XOM). When the system selects equities, it tends to fill with these large, established companies. - The strategy uses a few common ETF proxies for different bets: SPY (broad US stocks), QQQ (tech-heavy), BND/IEF/TLT/TMF and TMF for bond exposure, and cash proxies like BIL for safety. - “25 Blue Chips” and other groups are used as the core stock sleeve when risk is in a favorable range; other times the system might tilt toward tech-levered exposure or toward a bond-davor path depending on signals. - The final allocation weight shown in the setup is a small cash component (about 10% of the total), with the rest allocated to the chosen basket, ensuring diversification and risk control. - In short: it tries to be defensive when momentum signals are extreme or volatility spikes, and more equity-tilted when signals look favorable, especially via a ready-made blue-chip list and selective use of leveraged tech for upside.

Out-of-sample results show stronger risk-adjusted growth: ~50% annualized return vs ~21% for SPY, Sharpe ~1.24 vs ~1.21, and Calmar ~2.14. Drawdowns can be larger, but risk controls aim to protect during stress and capture upside.