A daily tactical, momentum-based picker among EM levered bets (EDC/EDZ), US equities, and bonds, selecting the top 90-day performer from multiple TMF-filtered and TMF-unfiltered baskets using RSI comparisons and a moving-average rank, then allocating to that basket.

The strategy builds several candidate baskets that mix EM exposure (EDC/EDZ), US-market proxies (SPY, IWM, QQQ), and bond/treasury funds (IEF, BND, TMF). It uses RSI momentum signals to decide which EM tilt to take (bull EDC vs bear EDZ) and whether to apply a TMF-based filter (TMF Check) or not. Each basket also weights its components with cash-equal rules. After evaluating signals, it ranks the baskets by 90-day moving-average return and picks the top one to implement (daily rebalance). In short: momentum checks drive which market exposures carry the weight; a short-term performance screen picks the best-performing basket to fund today. The setup uses windows like 11–16 days for RSI comparisons and 15-day lookbacks for certain checks, with a 90-day performance sort guiding the final choice. Extreme care is advised with levered EM and levered Treasury products due to amplified risk.

Daily momentum-based allocator across leveraged EM, US equities, and bonds; picks the top 90-day performer. Out-of-sample Sharpe ~1.40 vs SPY ~1.31, oos annualized return ~77%, beta ~0.76, Calmar ~1.71. Higher upside, but larger drawdowns (~45%).