A daily, multi-signal tactical strategy that tilts toward EM stocks (via EEM) when momentum/trend look favorable, hedges with EUM if not, blends with US stocks (SPY) or IGIB (defensive exposure), and uses a cash-like buffer (BIL). It’s a momentum-and-trend driven system that rebalances every day to seek EM upside while limiting drawdown.

What it does in plain language: - It opens with EM exposure as the core but only when EM shows clear momentum versus US stocks and is technically in an uptrend (price above a long-term moving average). - It uses RSI, a momentum gauge, to compare EM momentum against other assets (e.g., short-term Treasuries, US stocks). If EM looks stronger on these momentum tests, it leans into EM (EEM). - If EM momentum isn’t favorable, it can hedge by using a short EM ETF (EUM) to dampen potential losses. - It also tests two alternative paths (IGIBvEEM and IGIBvSPY) to blend EM/US exposure with a defensive/bond-like overlay (IGIB) depending on momentum comparisons against EEM and SPY. - A cash-like layer (BIL) is used when conditions favor safety, checked against its own moving-average signal. - All signals combine into a final equity allocation, and the system rebalances daily to reflect the latest signals. A lot of the logic hinges on: current price vs 200-day MA (trend), RSI windows (momentum), and relative comparisons (which asset shows stronger momentum).

Out-of-sample, this strategy beats the S&P: ~35% annualized return vs ~19.6%, Sharpe ~1.82 vs ~1.10, drawdown ~15% vs 18.8%, and Calmar ~2.35. It dynamically tilts to EM with hedges and cash-like buffers, rebalanced daily for risk control.