A daily-rebalanced, cash-inclusive rule set that tilts between Europe (EUM) and global ex-US (URTH) based on momentum comparisons between SPY and EEM and a SPY trend check, using RSI and a 200-day moving average as guides.

- What it is: a simple, rule-based plan that shifts investment between two non-U.S. stock funds (EUM for Europe, URTH for broad world markets outside the U.S.). It rebalances every day and keeps some cash on the side. - What RSI means here: RSI is a momentum gauge that tries to measure how quickly prices have moved up or down recently. A higher RSI suggests stronger recent gains; a lower RSI suggests weaker gains. - How signals are generated: the strategy looks at SPY (U.S. large-cap) momentum versus EEM (Emerging Markets) momentum over short windows (about 10–17 days). If SPY’s momentum is weaker than EEM’s, the plan tends to favor EUM (Europe). If not, it uses another momentum/threshold check (including whether EEM’s momentum is very high) and a trend check on SPY. - Trend filter: it also considers whether the current SPY price is above its 200-day moving average (a common test of an uptrend). If prices are above the 200-day line, the tilt may favor URTH; if not, it may tilt toward EUM. - What you end up holding: most often either EUM (Europe) or URTH (global non-U.S.). The setup aims to avoid U.S.-only exposure when momentum tilts toward non-U.S. markets and to capture upside when non-U.S. markets show strength, with a daily reset to keep things responsive to new signals.

Out-of-sample edge: Sharpe 1.263 vs 1.196, Calmar ~1.28, and max drawdown 15.5% vs 18.8% SPY. Beta ~0.87 with Europe/URTH exposure. Daily, cash-inclusive tilts to non-US leadership aim for stronger risk-adjusted returns than the S&P 500.