A daily-rebalanced, multi-sleeve tactical equity model that alternates between bullish, hedged, and income-focused bets based on momentum signals, using cash proxies and a divisive Bear/Dip-Buy framework to manage risk.

What you’re seeing is a rule-based portfolio that moves money between several sleeves each day. Cash acts as a base when signals are weak. When momentum signals are strong, the model shifts into growth/tech-oriented or sector-leveraged ETFs (like bets on tech or semis). When risk signals appear (volatility, weak momentum, or contrary signals across proxies), it tilts toward hedges using inverse or volatility-related ETFs and keeps or increases cash. A separate sleeve looks for dip opportunities and adds dividend-paying positions for stability. There is also a filter using a less-common ETF’s moving average as a guardrail to avoid certain regimes. In plain terms: the system tries to catch rallies in the market with aggressive bets, but guards against big drops by hedging and by leaning on cash and income-focused assets. RSI and other momentum checks measure how strong recent moves are and help decide whether to be bullish or defensive, using simple thresholds (high momentum -> buy more, weak or negative momentum -> hedge or stay in cash). The whole thing is rebalanced every trading day to reflect the latest signals.

Daily-rebalanced tactical model that shifts among growth bets, hedges, cash and dividends to chase rallies while shielding you from losses. OOS Sharpe 1.35 vs SPY 1.02; Calmar 2.55; alpha +0.46. Superior risk-adjusted upside vs the S&P 500.