A complex, rule-based, multi-asset long/short strategy using RSI momentum signals across a wide ETF universe, including levered/inverse plays and volatility hedges, designed to run inside an IRA with minimal rebalancing.

- The strategy runs inside an IRA with a broad ETF universe and uses a cash-equaling mechanism to allocate capital among many sub-strategies. - Each sub-strategy looks at momentum/strength of a specific ETF (or group) using RSI (relative strength index) over short windows. If RSI crosses preset levels (e.g., above or below certain thresholds), it triggers a move to include that asset in a long or short tilt or to switch to hedging positions. - Many assets are used in levered or inverse forms (e.g., QLD 2x long on QQQ, QID inverse on QQQ, UVXY/ VIXY for volatility, UGL/ULE for precious metals, EUO for euro exposure, BITI for bitcoin, SCO for crude oil, UUP/ YCS for currency exposures, etc.). These provide enhanced exposure to moves in equities, gold, USD, oil, and volatility regimes. - The structure is nested: outer groups decide which macro tilts to enable, inner groups assign exact asset weights (often in fixed ratios like 66/34 or 100/0) to form a composite portfolio. - The plan includes several currency/bond/commodity segments (e.g., USD/euro hedges, Treasuries proxies like BIL, TIP, SHY, various LMBS/QT bonds) to create hedges against different risks. - The overall design aims to balance exposure across equities, volatility hedges, commodities, and currencies to attempt smoother returns, while employing leverage and inverse exposure to amplify potential gains (and risk).

Rule-based RSI momentum across a broad ETF universe with volatility hedges and levered/inverse exposures. Out-of-sample testing suggests steadier, higher risk-adjusted returns and lower drawdowns versus the S&P 500, with IRA-ready, low-rebalance design.