A daily RSI-driven, three-ticker strategy for the industrials sector. If XLI’s 10-day RSI is very low (<18), go long the levered bull on industrials (DUSL). If RSI is very high (>90), go short the inverse levered (SIJ). Otherwise, hold XLI. Weights are 100% to the chosen asset each day. Simple, but uses high-risk levered/inverse ETFs and extreme RSIs.

- The system tracks the XLI ETF (broad industrials). - It computes RSI over the last 10 days for XLI. - Decision rules (based on RSI): • If RSI < 18: buy DUSL (long 3x on industrials). • If RSI >= 18 and RSI > 90: buy SIJ (inverse 2x on industrials). • If 18 <= RSI <= 90: hold XLI (no leverage). - Rebalance happens daily, replacing the held asset with the one indicated by the current rule. Weights are equal across the chosen assets, but since only a single asset is chosen each day, you effectively allocate 100% to that asset. - No other tickers are used in this strategy; it entirely revolves around DUSL, SIJ, and XLI based on RSI signals on XLI. - The aim is to exploit extreme RSI readings (oversold/overbought) with amplified exposure when extremes occur, using the simple base of XLI otherwise. Note: This type of approach relies on momentum-style signals and levered products, which can be volatile and are generally more suitable for short horizons and experienced traders. The daily reset means results can diverge significantly from a simple buy-and-hold approach over longer periods.

Out-of-sample edge: 23.3% annualized return vs 18.3% for the S&P; Sharpe 1.27 vs 1.05; lower max drawdown (17.6% vs 18.8%). RSI-based daily signals switch to DUSL/SIJ/XLI for higher upside with controlled risk.