Daily, rotate 100% between TLT (long US Treasury bonds) and XLP (consumer‑staples stocks) using a 5‑day RSI “heat” score: buy the one that looks weaker short‑term. Rebalances daily. The many other signals listed are not turned on.

Each day the model scores two ETFs with a short‑term “heat” gauge called RSI (0–100): TLT = long US Treasury bonds; XLP = consumer‑staples stocks. It buys the one with the lower 5‑day score (the more beaten‑down of the two) and puts 100% there. It rechecks daily. Other listed rules are inactive.

Out-of-sample edge: ~65% annualized return vs ~46.8% for the S&P; Sharpe ~3.68 vs ~3.40; Calmar ~20.7 with ~3.15% max drawdown. A daily RSI-driven two-asset rotation delivering superior risk-adjusted gains vs the broad market.