Daily, rules-driven momentum strategy using RSI signals across major proxies (IOO, SPY, QQQ, SMH, SOXL, TQQQ, TECL) plus hedges (UVXY) and safety assets (BIL, bonds). Focuses on semiconductors/tech leadership (SMH, LABU, SOXL) with risk controls and a volatility hedge to aim for a high win rate while managing drawdown.

- The strategy runs a daily rebalance and uses a nested set of conditional checks to decide what to hold, hedge, or move into cash-like safety. - RSI is used as a momentum gauge: it measures recent price strength to identify overbought or underfollowed conditions. The system applies RSI with different lookbacks (windows) to different tickers (for example IOO, SPY, QQQ, SMH, LABU, SOXL, UVXY, TQQQ, TECL). - If RSI on IOO (a broad large-cap proxy) over a short window (10 days) is above 80, the strategy moves into UVXY, a volatility hedge, in a cash-equal execution path. This is a risk-off signal where volatility may be rising. - If that condition isn’t met, the logic checks other momentum layers. Some branches gate into a safer, short-duration bond proxy (BIL) when RSI tests on key assets exceed certain risk-off thresholds or when UVXY momentum conditions signal caution. - When momentum signals indicate strength on key growth/tech proxies (for example RSI on TQQQ or SPY above its thresholds, or RSI on SOXL/TECL/QQQ indicating leadership), the strategy allocates to leveraged tech/semis names (TQQQ, SOXL, TECL) with weights that aim to capture upside while still iterating through other checks (e.g., RSI on LABU vs. SOXL, or bottom-cumulative-return screening among biotech/semis) to avoid concentration risk. - UVXY and BIL are used as hedges/safety assets in multiple branches, acting as negative-correlation or protective positions when conditions suggest increased risk or market overextension. - The inclusion of SMH logic means semiconductors are treated as a leading sector in determining when to be aggressive or cautious; if the semis signals degrade (RSI thresholds not met or Protection rules triggered), the system may reduce exposure to high-beta tech and shift toward hedges or cash. - Overall exposure mix is influenced by a combination of signals, not a single indicator. The rules emphasize: if momentum is strong, favor leveraged equity proxies in technology/semis; if momentum deteriorates, favor hedges (UVXY) or safety assets (BIL, TMF-like options) and reduce levered risk. - The design aims for a high win rate by using multiple confirmations to enter or exit positions, yet the complexity can make the system sensitive to threshold choices and regime shifts. It’s a disciplined, multi-factor, momentum-tilted approach with explicit safety rails and sector emphasis on semiconductors and tech. - Important note for a layman: Tickers are just symbols for financial products. UVXY is a volatility hedge; TQQQ, SOXL, TECL are levered bets intended to amplify gains when tech/semis rise; SPY/QQQ are broad market and tech indices; LABU is a bull biotech bet; SOXS/TECS are bear bets on semiconductors/biotech; BIL is a short-term bond fund; TMF is a long-term bond fund. RSI is a momentum gauge, and the strategy uses it with predefined lookbacks and thresholds to decide when to buy, sell, or move to hedges or cash. The net effect is a rules-driven, dynamic allocation intended to ride trends while protecting against sharp downturns.

Dynamic momentum strategy focused on semis/tech with hedges (UVXY) and safety positions (BIL). OOS annualized return 13.4% with Sharpe ~0.46 and Calmar ~0.48—providing diversification and risk-aware exposure that complements the S&P 500.