A daily, momentum-based rule system that toggles between cash and a bear/bull ETF mix to manage risk and capture moves, using RSI and price-relations across SPY/QQQ and related ETFs, including leveraged/inverse plays.

The strategy rebalances daily between a cash proxy (BIL) and a set of equity- and bond-related ETFs. It checks momentum signals (RSI) and other price tests across multiple tickers (SPY, QQQ, IO0, VTV, XLF, etc.). If momentum is strong or signals align, it may tilt toward equity exposure (including leveraged or inverse ETFs like TQQQ, SQQQ, PSQ, QLD); if signals indicate risk, it shifts toward cash or defensive proxies (BIL, sometimes TLT or other bond-related checks). The nested rules layer “Bear” and “Bull” sub-strategies that push or pull exposures based on RSI thresholds, moving-average comparisons, and recent return metrics, with daily rebalancing. The result is a position set that can range from cash to a mix of long, inverse, and leveraged ETFs, with a bias toward risk-off when indicators scream danger and toward aggressive bets when there’s clear momentum. The final asset class is equities, but the exact holdings swing widely among cash, bonds, and ultra-short/leveraged equity ETFs depending on the signals.

Dynamic, risk-managed momentum with negative SPY beta (-0.28) and smaller out-of-sample drawdowns (15.9% vs 18.8%). Diversification and solid risk-adjusted return (Calmar 0.80) via daily cash/bear tilts—downside protection with upside potential.