Own SPY when a 60‑day strength gauge (RSI) is above 61; otherwise sit in short‑term Treasuries (BIL). Simple risk‑on/risk‑off timing that the creator warns is likely not a good idea.

It’s an on/off switch. It checks SPY (the S&P 500 fund) using a 60‑day RSI, a simple score of how many recent up days vs down days over ~3 months (scaled 0–100). If RSI > 61, it holds SPY 100%. If not, it moves to BIL (1–3 month T‑Bills). It only switches when that test flips.

Risk-on/risk-off approach minimizes drawdowns: out-of-sample max drawdown ~3.68% vs SPY’s ~18.76%, with SPY only when momentum confirms. Sharpe ~0.42, Calmar ~0.40—strong downside protection and solid risk-adjusted performance vs SPY.