A daily, rules-based momentum strategy that uses 10-day RSI comparisons across a mix of equity ETFs and defensive assets to select a small, equally-weighted portfolio. It leans into tech momentum (QQQ/TQQQ, XLK) while using BIL (cash proxy) and GLD (gold) as hedges when momentum looks weak.

Plain-language description: - Each day, the system computes a short-term momentum score (RSI over the last 10 days) for a group of assets including QQQ, TQQQ, XLK, BIL, GLD, and several other ETFs. - It then compares the RSI of one asset to the RSI of another. If Asset A’s RSI is higher than Asset B’s RSI, a rule path is followed that tends to favor holding Asset A (or assets tied to that path); if not, the path leading to different assets is taken. - This comparison-based decision is nested many times, creating a tree of rules that ends in a small set of assets to own today. - The assets chosen at the leaf are given equal weights so that 100% of the portfolio is distributed evenly among them. - The holdings are rebalanced daily, so the actual set of assets can change from day to day based on the latest RSI comparisons. - If momentum conditions for equities don’t look favorable, the system can select cash-like or hedging assets (BIL and GLD) to reduce risk instead of staying fully in the stock-like ETFs. - The overall aim is to capture positive short-term momentum, diversify across multiple assets, and protect against drawdowns by including defensive positions when signals are weak.

Out-of-sample edge: 37.8% annualized return vs SPY 22.8%; Sharpe 2.19 vs 1.90; Calmar 3.89; beta ~0.18 signals lower market risk. Momentum with cash/hedge (BIL/GLD) offers stronger, clearer risk-adjusted growth.