A rule-based, momentum-driven portfolio that tilts between oil-focused bets (levered/ETF plays) and green-energy assets, with tech/broad-market checks and a bond ballast, using moving-average and RSI filters to pick the top assets and assign explicit weights.

Here’s the idea in plain language: the system is a collection of tiny, rule-based bets that decide what to own and how much to own at any time. It looks for energy-related opportunities (oil and gas) and, separately, for green-energy plays. It also uses bonds as a cushion when markets get rocky. For oil, it compares the performance of levered oil exposure (like 3x oil bets) against crude-oil-focused ETFs and oil stocks, using short-term momentum (moving averages) and a momentum gauge called RSI to pick the best among them. If energy looks strong, it tilts toward those oil-related bets; if not, it uses other parts of the plan (like green-energy ETFs such as ICLN, TAN, FAN) or even broad-market tech exposure to keep the portfolio diversified. The strategy also uses a few timing signals (moving-average price trends on 9, 21, 50, 100, 200 day windows) to decide when assets are “in” or “out.” The weights are explicit (for example, 45% of some bucket, 55% another) to control risk and avoid over-concentration. There’s a built-in order to select top assets (e.g., top 2 energy assets by moving-average return, or top 1 by RSI) and a structural rebalance rule (rebalance none here suggests a scheduled, not continuous, process). Overall, it’s a rule-based, thematic portfolio that tries to ride energy trends while maintaining diversification with clean energy, tech/market exposure, and a cash/bond ballast.

Momentum-driven, multi-asset strategy tilting between oil/energy bets, green energy, and bond ballast. Out-of-sample: Sharpe ~1.68, Calmar ~3.86, max drawdown ~3.56%, beta ~0.27, annualized return ~13.74%. Higher risk-adjusted upside vs S&P with lower drawdowns.