A 10-sleeve, daily-rebalanced strategy that uses RSI momentum and moving-average trend signals across assets like gold, bonds, EM, oil, gas, and tech/volatility hedges to allocate among levered/inverse ETFs with weight-based sizing.

A daily-rebalanced, 10-sleeve system that rules-authors entry/exit signals for each sleeve using momentum (RSI) and trend (moving averages). When a sleeve’s rules fire, it allocates cash to a chosen asset within that sleeve (often equal-weighted within the sleeve). The overall mix covers Gold, Bonds, Emerging Markets, Oil, Natural Gas, Tech/QQQ blends, Volatility hedges, and related bear/bull selections. The strategy uses levered/inverse ETFs to express directional bets and hedges, and it blends several windows of RSI and multiple moving-average comparisons to decide which side (long/short) to lean toward in each sleeve. Rebalance is daily, so the exposure can shift quickly with market signals.

A 10-sleeve, daily-rebalanced strategy using RSI momentum and trend signals across assets with levered/inverse ETFs. Out-of-sample annualized return ~36% vs SPY ~31.6%, lower beta ~0.84, Calmar ~2.38—more upside with controlled risk.