A daily-rebalanced, RSI-driven, scale-in strategy that blends broad stock bets with volatility hedges to aim for high win rates while managing risk.

What it does in plain terms: 1) Every day, it looks at a big list of stock-related assets (e.g., SPY, QQQ, some leveraged tech or semiconductor ETFs, value and sector funds, and some hedges). 2) It measures recent price momentum with RSI (a number that rises when prices have climbed a lot) on each asset. If an asset’s RSI is high enough, it becomes a candidate for buying. 3) When several assets meet the momentum tests, the strategy typically allocates a fully invested, even-weighted slice across those assets (cash-equal sizing). 4) It also builds hedges against volatility. It uses VIX-related funds (UVXY, VIXY, VXX, VIXM) and other hedging layers (BTAL, SHV, BIL) to dampen potential losses when market fear rises or when momentum signals get noisy. 5) Instead of jumping fully into a new position, it “scales in” – adding exposure gradually as signals stay favorable. This helps avoid buying at a local top and smooths risk. 6) The process is designed to favor a broad, diversified mix, including core equity bets plus selective leverage and hedges, with daily rebalancing to adapt to changing momentum and volatility. Important note: RSI and momentum signals are just filters; they don’t guarantee profits and can lead to drawdowns in choppy markets.

RSI-driven, daily-rebalanced strategy blending broad equities with volatility hedges. Out-of-sample returns trail the S&P 500, but it adds diversification and built-in risk controls via hedges and scale-in buying to complement a growth core.