A rule-based, momentum-driven equity strategy that uses RSI signals on major ETFs to decide what to own and how much, with a volatility-hedging overlay (VIX-related) and an optional dividend sleeve. It scales into positions over time and shifts into hedges when risk rises, aiming to capture upside while limiting downside in choppier markets.

- Core idea: a momentum-driven, rule-based system that decides which equity proxies to own and how much to own, based on RSI signals across a set of assets. - Decision engine: a nested tree that evaluates RSI on assets like SPY (broad market), QQQ (tech), and others. When RSI crosses preset thresholds, the system adds exposure to that asset or pivots to hedges. - Lookback windows: uses both short-term (10 days) and longer-term (60 days) windows to calculate RSI, capturing both immediate momentum and longer trends. - Entry and scaling: employs a Scale-In approach (60 days, sometimes 60+10 days) to gradually build positions rather than jumping in all at once. - Hedging overlay: includes a volatility hedging sleeve called VIX Blend+ (75% VIXY, 25% SPLV/BTAL), and an alternate hedge using inverse-vol or low-volatility/anti-beta components to smooth risk during volatile periods. - Dividend sleeve: a subset of signals can tilt into dividend ETFs (SCHD, DGRO) to target income and defensive exposure when signals align. - Allocation style: many branches use equal cash distribution across ideas when signals fire, though some arms concentrate (e.g., VIXY-heavy hedges) based on risk signals. - Rebalancing cadence: set to none on a fixed schedule; updates occur when signal conditions change. - What this means in practice: you’re getting a complex, signal-driven mix of broad-market exposure, hedges for volatility, and a dividend-focused sleeve, all governed by momentum tests and scaled-in entries. - Important caveats for a layperson: this is not a simple buy-and-hold strategy. It trades on momentum signals across many assets, uses hedges that depend on volatility signals, and has a non-calendar rebalancing approach. Data quality, latency, and transaction costs can materially affect performance. The strategy is best understood as a nuanced blend of momentum investing, risk management via volatility hedges, and occasional income-oriented tilts.

Out-of-sample edge: ~8.75% annualized gains with lower risk—3.88% max drawdown vs 5.07% in the S&P, beta ~0.47, Calmar ~2.25. A hedged, RSI-driven strategy delivering steadier, more durable upside than the S&P 500.