Rotates daily into one 'safe' asset from a bond/defensive pool, picking the lowest 10-day RSI (weakest momentum) and weighting by inverse volatility if needed; uses a 20-day window and rebalances daily.

Plain-language description: - The pool includes bond ETFs and defensive stock sectors: BSV (short-term bonds), TLT (long-term Treasuries), LQD (investment-grade bonds), VBF (bond fund), XLP (consumer staples), UGE (ultra consumer staples), XLV (health care), XLU (utilities). - The strategy evaluates price momentum using a 10-day RSI for each asset. RSI is a momentum measure: it reflects how quickly prices have moved up or down over the last 10 trading days. - It ranks assets by RSI and picks the lowest value (the weakest momentum) to hold (select bottom). This is a form of mean-reversion or defensive tilt, favoring assets that have been underperforming recently. - If more than one asset were selected (select-n 1 means only one is chosen at a time), the weights would be allocated inversely to their volatility (wt-inverse-vol), i.e., less-volatile assets get more weight. With select-n = 1, you effectively hold 100% in the single chosen asset. - The window-days = 20 likely provides an overall look-back frame for the RSI calculations or other metrics used in the decision process. - Rebalance is daily, so every trading day the system re-evaluates and could switch to a different asset based on the latest RSI ranking. - The asset_class is labeled EQUITIES, but the pool mixes bonds and defensive equity sectors, which means the strategy is primarily risk-controlled and selection-driven rather than strictly equity-only. - The objective is to stay in relatively safer or defensive exposures while using short-term momentum signals, with a simple, rule-based daily refresh. - Be aware of risks: inverse-vol weighting and RSI-based bottom selection can lead to whipsaws, levered exposure (e.g., UGE if used) can magnify losses, and bond ETFs are sensitive to interest-rate movements.

Outperforms the S&P with stronger risk-adjusted gains: oos annualized return ~38% vs 15%, oos Sharpe ~1.83 vs 1.31, beta ~0.27, and Calmar ~4.22. Daily RSI-driven defensive rotation targets upside with disciplined drawdowns.