A multi-window, RSI-driven, risk-controlled levered strategy that selects one best exposure (3x, 2x, or 1x) to the S&P 500 via UPRO/SSO or to safety SHY and a defensive Safety Mix, ranking candidates by 20-day moving-average return and allocating 100% to the winner. It uses RSI SPY vs SHY signals plus a volatility gate, and it includes a built-in defensive bucket (UUP, GLD, XLP) for downturns. The approach is executed through a top-signal selector that re-ranks infrequently and re-allocates only when a new best candidate appears. This yields a dynamic, single-exposure strategy that can swing between aggressive leveraged equity and safety hedges depending on market signals and volatility.

- There are three risk/return sleeves: 3x (UPRO), 2x (SSO), and 1x (SPY). Each sleeve has its own internal decision tree that asks: is market signal favorable for taking on leverage, or should we stay safer? - The core signal uses RSI (Relative Strength Index) comparisons between SPY (the S&P 500 ETF) and SHY (short-term Treasury ETF). Specifically, for a given window (14, 21, 28, 35, or 42 days), the system asks: is the RSI of SPY less than the RSI of SHY? If yes, that suggests SPY is relatively weaker than cash-like Treasuries, and the sleeve suggests going long the leveraged equity (UPRO for 3x, SSO for 2x). If not, the sleeve signals moving into SHY (or a defensive tilt). - Each window also applies a volatility gate using SPY’s standard deviation over that same window. If SPY’s standard deviation is below a threshold (1, 1.5, or 2, depending on the sleeve), the system allows the levered exposure to proceed; if SPY’s volatility is above the threshold, the sleeve stays in or moves toward the defensive bucket (SHY or the Safety Mix). - The Safety Mix is a built-in hedge comprised of USD (UUP), gold (GLD), and consumer staples (XLP). When risk is judged high, these assets act as a ballast and diversification buffer rather than pure equity exposure. - Every signal (every window and sleeve) generates a candidate allocation. The outer “Fund Surfing Switch Board” then ranks these candidates by moving-average return (over a 20-day lookback) and picks the top candidate to own. In the end, the system gives 100% of exposure to the single best candidate (the top-ranked sleeve and window). The weight field shows a 100/100 ratio for the winner, meaning full allocation to that option; other options receive no allocation until they become the winner in a future ranking. - The overall rebalance setting is essentially static in practice: the system doesn’t rebalance continuously but re-evaluates and re-selects the top candidate at its decision cadence (with a 0.1-width corridor guiding adjustments). - The composite fund name at the top, “Fund Surfing Switch Board,” reflects the core idea: surf for the best fund signal across multiple risk levels and windows and switch to it, rather than trying to blend many signals together. - The total system uses a select-n rule that takes the top 1 signal across all sleeves and windows, so the portfolio ends up concentrated on a single, best-expected-signal asset at any given moment. This creates a crisp, rule-based, one-asset-at-a-time exposure rather than a blended multi-asset mix.

Out-of-sample, this RSI-driven top-signal strategy outperforms the S&P 500 on risk-adjusted and raw returns: oos Sharpe ~1.72 vs 1.09, annualized return ~42.78% vs 18.47%, max drawdown ~17.82% vs 18.76%, with volatility gates and a built-in hedge.