Daily-rebalanced, RSI-driven front-runner framework that tests several sector/leveraged ETFs (and a volatility signal) with high RSI thresholds, pivoting toward cash (BIL) when signals fire or when no clear leader exists; aims to ride leaders but protect against pullbacks via a defensive cash layer.

- It rebalances every day. - It starts with a cash-equal baseline, meaning cash is a core component of the portfolio rather than a tiny afterthought. - It runs a series of tests (an if/else ladder) to see if any asset is showing extreme momentum using a 10-day RSI. Each test uses a different ETF as the trigger asset (TQQQ, SPXL, VTV, VOX, XLY, XLE, XLP, XLRE, TECL, FAS, IOO, XLK). - RSI is a momentum gauge: when the RSI value for an asset crosses a high threshold (roughly 80–85 in this logic), the rule fires. The intent is to spot assets that have had strong recent moves and may be due for a pullback, or to confirm strong leadership. - If a condition is met (for example, RSI of a specific ticker > 85), the code would follow a defined branch (not fully shown here) to allocate or adjust exposures. The outer structure forces an equal cash weight as a default “defensive” posture. - If none of the RSI thresholds are met, the final branch is supposed to route to cash via BIL (or a put logic placeholder), reinforcing a risk-off posture when there’s no clear leader. - The included assets cover a broad spectrum (tech, banks, energy, consumer sectors, real estate) and include leveraged and non-leveraged ETFs, giving the strategy a sense of “front-running” the strongest sector/leveraged themes while keeping a defensive option in cash. - In practice, you must fill in the final branches with explicit allocation rules to know exact weights; the snippet shows a framework rather than a complete recipe.

Out-of-sample, this RSI-driven strategy beats the S&P: higher risk-adjusted return (Sharpe ~1.08 vs ~1.00), far higher annualized return (~38.5% vs ~17.5%), and smaller drawdown (~16.3% vs ~18.8%), aided by a defensive cash layer.