A daily-rebalanced, rule-based strategy focused on emerging-market equities. It uses RSI and trend filters to overweight EM-related baskets (often 90% of capital) and pivots among EM ETFs via short-term momentum comparisons. It relies on oversold signals, cross-asset momentum, and price above the 200-day average to guide allocations, with equities as the sole asset class.

Plain-language description of the mechanics: Each day, the system looks at several ETFs that represent emerging markets and related assets. It first checks if EEM (a broad EM ETF) is very weak on a 14-day basis (RSI below 30). If true, it strongly tilts the portfolio toward the EM basket being considered in that branch (about 90% of the allocation, with the rest in cash or other baskets). If not, it compares short-term momentum between EM-related ETFs (for example, IGIB vs DBE, ISCB vs IWM, IGIB vs DLN) using 10-day RSI looks. If one side is stronger (RSI(left) > RSI(right)), that EM-related group gets the heavy overweight. There is also a price-trend check: the strategy tends to overweight EEM only when its current price is above its 200-day moving average, which is a common way to confirm an uptrend. If none of the momentum checks trigger a heavy tilt, it may fall back to other groups (such as EUM) to maintain diversification. The overall goal is to ride momentum into EM equities while using trend confirmation to avoid exposing the portfolio to obvious downtrends. Rebalancing happens every day. Notes for lay readers: - RSI is a momentum score that asks: has the asset moved up or down recently? Values under 30 suggest the asset may be oversold; values over 70 suggest it may be overbought. - Moving averages smooth price history; being above a long-term average (like 200 days) is often read as a sign of a positive trend. - The specific tickers represent ETFs that track groups of stocks (e.g., EEM tracks many emerging-market stocks). The logic uses comparisons among several ETFs to decide where to invest, rather than a single static EM exposure.

Out-of-sample, this EM momentum strategy targets ~46% annualized return vs ~28.7% for the S&P, with a higher Sharpe (~2.79) and Calmar (~8.4). It seeks stronger upside with disciplined, daily momentum tilts and controlled drawdowns.