A daily, equal-weighted, healthcare high-beta momentum strategy with a defensive fallback into bonds/sectors when conditions deteriorate; benchmarks against XBI and uses RSI to rank candidates.

What RSI is: a momentum gauge showing how strong recent price moves have been. Higher RSI generally means stronger recent up-moves. In this strategy: 1) The universe includes healthcare stocks and a healthcare bull ETF (CURE). 2) Each day, assets are screened and sorted by a 10-day RSI momentum measure; the top 10 are selected. 3) The biotech benchmark XBI is used as a signal: if XBI’s 20-day return is positive, and other momentum/volatility checks pass, you buy the top healthcare names in equal weights. 4) If XBI’s signals weaken or it becomes overbought (high RSI on a longer window), you shift to a defensive basket: BSV, TLT, LQD, VBF, XLP, UGE, XLU, XLV, SPAB, ANGL, and pick the one with the weakest momentum to hold, again in equal weight. 5) Rebalance is daily. All holdings are equities (including the levered CURE ETF), with risk managed by switching to safe assets when signals indicate risk-off.

Out-of-sample, this healthcare momentum strategy aims ~47% annualized return with Sharpe ~2.47 and beta ~0.44, far above the S&P's ~14% return and ~1.0 Sharpe. High Calmar (~11.5) and daily risk-off shifts offer superior risk-adjusted growth.