Daily RSI(KMLM)-driven rotation among a small pool of levered ETFs; one asset is chosen (bottom performer in a short-term screen) and funded with equal cash weight. Highly tactical, high-risk, levered exposure with frequent turnover.

- Every day, the system rebalances to hold exactly one asset and keeps cash balance otherwise. - It uses RSI(KMLM) as the key market-state indicator. RSI(KMLM) is compared to thresholds (commonly 82 and 22, with other levels like 70, 28, 86, 70, etc.). - If RSI(KMLM) is above a high threshold (e.g., > 82), it looks at a small candidate list (SVXY, SOXL, SPXL, KOLD) and picks the one asset that is the weakest performer in the last 1 day (based on a cumulative-return sort). That asset is then chosen for the day. - If RSI(KMLM) is below a low threshold (e.g., < 22), a different candidate list (UVXY, SOXS) is considered, again selecting the bottom performer from the short-term screen. - The logic is then repeatedly nested with additional RSI checks (using various labels like RSBT, RSST) and additional asset pools. Each branch ends with selecting a single asset and assigning an equal cash weight to it for the day. - The overall intent is a very fast, signal-driven rotation among risk-on, risk-off, and hedged positions, using highly leveraged ETFs to express short-term bets. - The final classification under "asset_class" indicates the strategy primarily targets EQUITIES, though it actively includes volatility and treasury-related instruments as part of the rotation. - Because all positions are daily-rolled and leverage resets daily, compounding risk and market regime sensitivity are key considerations. It’s not a passive approach and requires understanding of leverage decay and volatility drag if held longer than a day.

RSI-driven daily rotation into levered/hedged ETFs aims for stronger risk-adjusted gains: out-of-sample return ≈139% vs 15% S&P; Sharpe ≈1.65; Calmar ≈5.9. Active, regime-aware exposure with higher drawdowns and turnover.