A non-leveraged, rules-based portfolio that uses short-term RSI momentum signals on broad ETFs (SPY, QQQ, IOO, etc.) to tilt between a core equity blend and hedges (VIXY, TLT, GLD). When risk signals flare, it adds volatility and safe-haven exposure; otherwise it remains equity-weighted through a multi-sleeve Four Corners framework.

A rules-based system watches momentum signals (RSI) on a broad set of ETFs (SPY, QQQ, IOO, etc.). When momentum is normal, it tilts toward core equities. When momentum is very high or risk signals lift, it shifts a portion of the allocation into hedges: the VIX futures ETF (VIXY) plus traditional hedge assets (TLT and GLD). The strategy combines several nested decision blocks (Four Corners, VIX Blend+, Alternate, Scale-In) to decide exact weights, but the gist is: stay long equities most of the time, and lean into volatility and safe-haven assets when risk indicators are triggered, all without using leverage. The final target weights are expressed as fixed percentages across these hedged and unhedged sleeves, with a tight rebalance corridor and no borrowing.

Out-of-sample, this non-leveraged RSI strategy uses hedges to reduce risk, delivering 11.7% drawdown vs 18.8% for the S&P, Calmar 1.32, beta ~0.71, and ~15.5% annualized return—a smoother, lower-risk path than the S&P 500.