A Japan-focused, momentum/trend-based strategy that rotates between two Japan equity ETFs (JPXN, EZJ) and cash/bond proxies (BIL, SHY) using RSI and moving-average signals to time entries and protect on risk. It aims to capture a “kicker” in Japan while avoiding excessive churn through conservative rebalancing thresholds.

- Start with a cash fallback (cash-equal weighting). - If momentum/RSI conditions on Japan-related assets look favorable, allocate to Japan equities (JPXN and/or EZJ). - If momentum looks weak or risk is high (e.g., RSI signals getting extreme or price below/above certain moving averages), shift toward cash-like assets (BIL or SHY). - Use RSI on a 10-day window to gauge overbought (> about 79) or oversold (< about 31) conditions for EZJ and related signals to BIL or JPXN. - Use a trend filter: JPXN price above its 200-day moving average supports long exposure; a price check against a shorter moving average (e.g., 20-day) refines entry with BIL as a safety check. - The structure is hierarchical; only when an outer condition passes do inner conditions trigger specific asset selections. This reduces churn and emphasizes risk control over aggressive timing. - Rebalance is not automatic on a fixed schedule; changes occur when signal thresholds are crossed (cash-corridor width of 0.1 implies small required movement to trigger a change).

Out-of-sample, this Japan-focused momentum strategy offers higher annualized return (≈23.7% vs 21.9% for the S&P) with a risk-aware design using cash/bond hedges and trend checks. Seek stronger upside in Japan; be aware drawdowns can be larger than the S&P.