A daily rebalanced, single-asset momentum picker among ERX (2x long energy), DUG (2x inverse energy), and XLE (energy ETF). It uses short-term relative RSI signals against XLE: buy ERX if RSI(ERX vs XLE, 10) < 15; else buy DUG if RSI(DUG vs XLE, 10) > 75; otherwise hold XLE.

- What you’re investing in: ERX (2x long energy), DUG (2x inverse energy), or XLE (energy ETF). - How signals work: Each day the strategy measures momentum using RSI, but in a relative form against XLE. It looks back over the last 10 trading days. - Decision rules: 1) If RSI(ERX relative to XLE, 10-day window) is below 15, buy ERX (go all-in on the levered long energy bet). 2) Else, if RSI(DUG relative to XLE, 10-day window) is above 75, buy DUG (go all-in on the levered inverse energy bet). 3) If neither condition is true, hold XLE (the broad energy exposure). - Allocation: 100% of capital goes into whichever asset is selected each day (the WT-CASH-EQUAL and Group structure imply one asset at a time). Rebalancing happens daily. - Why RSI here: RSI is a momentum indicator. A very low RSI relative to XLE suggests ERX is underperforming or oversold relative to XLE, which the rule treats as a setup to buy ERX. A very high RSI for DUG relative to XLE suggests DUG is booming relative to XLE, which the rule treats as a signal to buy DUG. - What it means for you: If the market shows extreme momentum in favor of the levered long energy, you ride ERX. If energy is fading rapidly (and DUG is catching momentum in the inverse-energy space), you switch to DUG. Otherwise you stay with XLE. Daily rebalancing and leverage imply higher risk and potential higher rewards, with performance highly sensitive to short-term energy moves and the chosen RSI thresholds.

Out-of-sample annualized return ~19.3%, lower beta ~0.74, and ~19% max drawdown with Calmar ~1.03 and Sharpe ~0.87. A daily RSI-driven energy momentum strategy aims for higher risk-adjusted gains vs. the S&P by tactically switching ERX/DUG/XLE.