A daily, rule-based momentum system using RSI signals on levered ETFs and market proxies to pick a single asset (or cash-like) exposure, with separate lanes for conservative and aggressive entries, aiming for high win rate while preserving risk control through cash/bonds when signals weaken.

- The system tests several signal baskets each day. - It uses RSI (a momentum gauge) on assets like IOO (broad market), UVXY (volatility), TQQQ, SOXL, TECL (levered tech/semis), LABU (biotech), plus TMF/TMV and BIL (bond/cash proxies). - If the signals meet strict conditions (e.g., broad market momentum above a threshold and related asset momentum above another threshold), it allocates 100% to a single asset within that lane. - If signals aren’t favorable, it shifts toward cash-like or safer assets (BIL) or bond proxies (TMF/TMV). - There are multiple lanes with different risk appetites (Simplified-ish, Very reliable, Original Code), each with its own rule stack and weighting, but most result in a single-asset allocation per day. - The approach aims for a high win rate by requiring a tight cluster of momentum cues before entry and by offering a safe exit via cash/bonds when momentum fades. - Ties between assets are avoided by explicit asset-level checks; when a lane triggers, the asset is held until next day’s signals potentially change the allocation.

Rule-based RSI momentum strategy across levered ETFs and proxies, daily rebalanced. OOS return ~23.4% vs SPY ~17.5%, Calmar ~0.85. Attractive upside with larger drawdowns; includes cash/bond safety nets.