A daily, 25% EM-tilt, momentum-driven, multi-asset strategy using RSI checks among EM and US ETFs with hedges and a risk-off gate, rebalanced every day.

Daily, the strategy allocates 25% of the portfolio to EM-oriented bets and keeps the rest in cash or other groups. It first checks a risk gate: SHV (short Treasuries) price relative to its 50-day average. If SHV is above its 50-day average (risk-off conditions not strong), it runs three momentum checks to decide which EM and US exposures to favor: - Block 1 (EM): compares momentum signals from EDC (a levered EM ETF) against IEI (a bond proxy) and IWM (US small caps). If EM momentum beats the comparison, the model leans toward the long EM leg (EDC); if not, it may switch to the hedge (EDZ, the EM bear ETF). - Block 2: IGIB vs EEM uses a similar RSI-based decision to tilt toward IGIB or use EDZ as hedge. - Block 3: IGIB vs SPY uses RSI momentum to tilt toward IGIB or hedge. Within each block, a strong momentum signal typically yields a 90% allocation to the chosen leg in that block; otherwise, the system selects the hedge (EDZ) or alternative leg. If SHV is below its 50-day average (risk-off posture), a different branch with adjusted comparisons is used. All decisions are based on simple momentum ideas (RSI), expressed via a set of IF-THEN rules that pick which ETF to hold. The whole system is rebalanced every trading day. Notes: ETFs tickers are shorthand for funds (e.g., EEM = emerging markets stocks, SPY = S&P 500, IWM = small-cap US stocks, EDC/EDZ = leveraged/bear EM ETFs, IGIB/IEI = other bond/equity cross-checks). The aim is to maintain EM exposure while controlling risk through hedges and a disciplined, regular rebalance cadence.

Out-of-sample Sharpe about 1.37 vs SPY 0.91, with alpha and a disciplined daily RSI-driven EM tilt with hedges. Stronger risk-adjusted returns and diversified multi-asset exposure vs the S&P 500.