A daily-rebalanced, low-beta, low-volatility equity strategy that uses a momentum hedge (BIL and VIXY) when tech momentum is extreme; otherwise, it builds a low-volatility equity portfolio via inverse-volatility weighting across defensively tilted assets, with two branches gated by SPY’s position relative to its 112-day moving average.

- RSI-based momentum check on VGT (10-day lookback). If RSI > 78, shift to a defensive cash/hedge mix: 66% BIL (short-term Treasures) and 34% VIXY (volatility hedge). - If RSI <= 78, enter inverse-volatility weighting phase: - If SPY is below its 112-day moving average, apply 13-day inverse-vol weighting to VHT, GLD, UUP, VDC. - Else (SPY above MA), apply 37-day inverse-vol weighting to UUP, VGT, VHT, VCR, VGK, XLK. - Rebalance daily and maintain an equities focus with a bias toward low beta and low standard deviation.

Low-beta, low-vol strategy with hedges. In out-of-sample testing, it cuts drawdowns to ~8% vs ~19% for SPY, with Calmar ~1.20 and Sharpe ~1.13, and a beta ~0.34. Safer, diversified exposure that still captures equity upside—better risk-adjusted performance than SPY.