A daily, rule-based system that picks one leveraged equity/volatility ETF (or a safe proxy) based on multi-timeframe RSI momentum signals, using a nested decision tree and a cash fallback to aim for high win rate in trending markets.

What RSI is, in plain terms: RSI is a number that helps gauge how strong recent price moves have been. High values (near 100) mean prices have been rising hard recently; low values (near 0) mean prices have been falling hard recently. The strategy reads RSI for several ETFs over different time frames to decide what to own today. If an ETF’s RSI on a short look-back period is very high (for example above 80), the rule says: buy that ETF with full weight today. If that condition isn’t met, the system checks other ETFs with their own RSI signals. It uses many assets—UVXY (volatility), TQQQ (tech exposure), SPY (broad market), SOXL (semiconductors), TECL (tech), LABU (biotech), SOXS (semiconductors bear), TMF (long bonds), and BIL (short-term Treasuries)—to decide which one gets the day’s full allocation. Some branches depend on longer RSI windows (like 60 or 14 days) to confirm momentum before committing. If none of the bullish RSI signals fire, the strategy tends to move into a safe, cash-like position using BIL. There is also a ranking step that sorts assets by their recent performance and selects one with a favorable (or unfavorable, depending on the branch) position to place in the portfolio. The net effect is a daily decision to hold one leveraged/volatile exposure (or a safe asset) based on momentum signals, rather than maintaining a broad multi-asset allocation. It’s designed to maximize win rate under trending conditions but carries high risk due to the use of leverage and the potential for rapid shifts in volatile markets. Note: This is a highly bespoke, rule-based system rather than a simple moving-average or single-indicator rule. The final asset class is EQUITIES, meaning most decisions are within equity-related vehicles, with occasional safe-bond or cash proxies as fallbacks.

Out-of-sample edge: ~30% annualized return vs SPY ~17.5%, Calmar 1.08, Sharpe ~0.73. Daily, rule-based single-position momentum in leveraged ETFs with cash fallback aims for higher trend gains while preserving capital in choppy markets.