A daily-rebalanced, RSI-driven, multi-asset rotation strategy using leveraged equity bets, volatility hedges, and inflation/bond proxies to chase momentum while seeking downside protection.

- It starts with a cash balance framework (wt-cash-equal) to evenly distribute capital if signals don’t justify full exposure. - It forms thematic groups (e.g., 3x Health Staples Treasures Metals) and ranks assets within each group by RSI (momentum/strength). The asset with the strongest signal (often chosen as the bottom RSI among candidates) is selected for exposure. - It combines long-leveraged equity bets (SOXL, TECL) with bear/short ETFs (SOXS, SQQQ) depending on short-term RSI and volatility signals. - It uses bond/defense proxies (IEF, SHY, SBND, VTIP, etc.) and inflation hedges to tilt the portfolio toward safety when certain momentum or volatility checks are unfavorable. - It includes a “Simple Beta Baller” framework that compares major bond ETFs (e.g., IEF vs IBTK, SHY vs SBND) to guide risk-off tilts, and a related inflation-protection sort that updates exposure daily. - Rebalance frequency is daily, and the overall exposure mix is a function of multiple nested conditional checks (RSI windows, moving-average returns, volatility triggers). - The intended outcome is aggressive upside capture during favorable regimes and hedged resilience during risk-off periods, at the cost of higher drawdowns during adverse regimes.

Daily RSI-driven rotation offers big upside with risk controls. Out-of-sample: Calmar ~8 and Sharpe ~2.05 imply strong risk-adjusted upside vs. the S&P via momentum and hedges. Note: drawdowns may be larger in stress markets.