A daily-rebalanced, no-leverage, multi-asset momentum strategy that uses RSI-based regime rules to rotate between growth equity exposure (SPY/QQQ/sector tilts) and a hedged sleeve (BIL/TLT/GLD), aiming to capture upside while reducing drawdowns through dynamic hedging across a broad ETF mix.

- It trades a set of ETFs representing equities (SPY, QQQ, IO0/IOO, XLK, XLF, XLP, VOX, etc.), fixed income (TLT, BIL), and a hedge/alternative (GLD for gold). - A momentum indicator (a form of relative strength/RSI over short windows, e.g., 10 days) compares the performance of focal assets (like SPY, QQQ, IO0) to thresholds (around 80, 82.5). If momentum is strong (RSI above the threshold), the strategy shifts toward hedged/cash-like positions for risk control; otherwise it emphasizes equities with sector tilts. - The portfolio is built in four “corners” (growth/equities, defensive cash/short bonds, gold hedge, and sector/alternative tilts) and rebalanced daily to target the intended weights. - The “VIX Blend+” and “Scale-In” components implement a hedging/defensive sleeve (heavy in BIL with a smaller allocation to TLT and GLD) when momentum signals are hot, and allow for more aggressive equity exposure when signals are more favorable. This includes nested branches that adjust weight toward technology and other growth sectors (XLK, QQQ, IO0 and related value/growth cross-checks) depending on momentum comparisons across several assets. - No leverage is used; the system uses cash-like assets (BIL) and Treasuries (TLT) plus a hedge (GLD) to reduce risk while remaining fully invested in a diversified set of ETFs. - The final allocation is a composite of many conditional branches, with the overall goal of balancing participation in upside with protection during risk-on transitions. Rebalancing is daily, and the approach exposes the portfolio to US equities, fixed income, and a hedge (gold) with a focus on momentum-driven regime shifts.

RSI-driven, no-leverage strategy that dynamically rotates between growth equities and hedges (BIL/TLT/GLD). Out-of-sample Calmar 2.50 shows strong risk-adjusted upside per drawdown, with diversification vs the S&P 500.