A daily, rules-driven strategy that uses EM exposure (EEM) with leverage hedges (EDZ/EDC) and cash/bond buffers, driven by 200-day trend and 10-day momentum signals, switching between full, reduced, bear, and bull postures to capture gains in uptrends while protecting on downturns.

- It monitors EM exposure (primarily EEM) and US market trend (SPY) against their 200-day moving averages. If EEM (or SPY) is above its 200-day average, the model leans into an aggressive posture; otherwise it shifts to hedged/bearish overlays. - Within the chosen posture, it uses a 10-day RSI momentum signal on EM (and related slices) to decide whether to tilt toward hedges (bear/EDZ with BIL) or toward bullish overlays (EDC with cash-like assets). - The strategy splits risk across a set of ETF pairings with explicit weights (for example, 65/35, 68/32, or 33/67) that mix levered EM plays with cash or safer assets to control risk. - It has explicit “Full leverage” and “Reduced leverage” modes, each with Bear and Bull sub-allocations, and uses daily rebalancing to keep exposures aligned with the signals. - Exposure universe includes EM-related ETFs (EDZ, EDC, EEM) plus U.S. Treasury and cash proxies (BIL, SHY, IEF, DIA, IWM, USRT, etc.). The result is a flexible, trend- and momentum-driven tilt toward or away from EM equities, with built-in hedges and amplified (or dampened) exposure depending on signal strength.

Out-of-sample edge: EM-driven strategy targets ~71% annualized return vs the S&P 500 ~37%, with Calmar ~6.9 and beta ~0.54. Hedged, trend-driven exposure offers higher upside and diversification—though drawdowns can exceed SPY.