A daily, rules-based tactical sleeve that toggles between leveraged EM bets and conservative hedges, using EM momentum (RSI), price trends (moving averages), and cross-asset momentum tests to decide weights across EDZ, EDC, BIL, SPY, IWM, IEI, and other ETFs. The result is a dynamic, 38% equity-focused allocation that aims to ride momentum while hedging risk with cash-like and bond positions.

The strategy runs a daily decision tree to pick one of several tilts and then allocates weights to a small set of ETFs. It uses three main signal types: - Momentum on EM (RSI on EEM) to trigger extreme-bull or extreme-bear tilts using 3x ETFs EDZ (bear EM) and EDC (bull EM) with BIL as a cash proxy. RSI thresholds are 80 (very strong) and 25 (very weak). - Moving-average trend checks (price vs 50-day or 200-day averages) to gauge whether a given asset is in an uptrend. - Cross-asset relative strength comparisons (e.g., IEI vs IWM; IGIB vs SPY; EEM vs SPY) to identify which asset class looks relatively stronger and should be overweighted. The outputs are concrete baskets such as 65 EDZ / 35 BIL or 68 EDC / 32 BIL, and more balanced mixes like 90/10 within pairs, all designed to be rebalanced daily. The root sleeve is described as 38/100, meaning about 38% of this equity sleeve is allocated according to these rules.

Out-of-sample, this EM-tactical sleeve offers compelling risk-adjusted upside vs the S&P: Calmar 7.12 and ~122.7% annualized return, with hedges and cross-asset momentum to pursue growth while managing risk.