A daily, risk-controlled equity approach that toggles between cash/volatility hedges and a low-volatility mix of sector/intl ETFs based on RSI, moving-average, and volatility screens to target modest drawdowns and steady growth.

In plain language: Every day you decide between two broad postures: a safety-first posture or a growth-oriented posture, based on a few simple checks. - First guard (RSI on VGT): If the Technology sector ETF (VGT) has risen a lot in the short term (a high RSI reading meaning momentum is stretched), the plan shifts toward cash-like or hedged positions (BIL for cash, VIXY for volatility hedge). This reduces risk when tech momentum looks overextended. - If that guard isn’t triggered, the plan looks for two relatively low-risk assets from a mix of ETFs (health, gold, dollar, consumer staples, etc.) using two criteria: - A standard-deviation filter: choose the two assets in the pool with the smallest recent volatility (i.e., they’ve been calmer in price moves). - A momentum/RSI filter: among candidates, pick the two with the favorable (low) recent momentum readings. - Trend check with SPY: There is also a rule linked to the broad market (SPY). If the price of SPY is below its 86-day moving average (a rough sign of a weaker trend), the strategy tilts toward a mix that includes USD, tech, health care, consumer discretionary, and Europe, aiming to balance safety with some equity exposure. - If the SPY rule isn’t met, the strategy uses an inverse-volatility tilt among the same pool to favor the least volatile assets. - Cash-equal and inverse-vol decisions are applied within the same two-asset selection framework, meaning you’ll often see a blend of cash proxies and a small set of equity/exposure ETFs chosen on the day’s signals. - Overall, the system aims to keep risk modest while staying invested, preferring low-volatility assets and hedges when risk signals are high, and favoring a cautious equity mix when signals are calmer. The daily rebalance ensures positions adapt to changing signals rather than relying on long-dated bets. Note: “BIL” is a cash-like instrument (short-term Treasuries). “VIXY” tracks market volatility and tends to rise when markets wobble. Other tickers represent sector or international exposures (e.g., VGT tech, VHT health care, VDC consumer staples, XLY consumer discretionary, VGK Europe, XLK tech), and bond/cash substitutes (AGG, SHY, VCIT, SCHP, UUP for USD, GLD for gold).

Out-of-sample, this strategy trims downside risk versus the S&P 500: max drawdown 9.7% vs 18.8%, Calmar ~0.81, and steadier, risk-controlled growth. Upside is more modest (about 7.8% annualized) but with superior downside protection.