Daily, RSI-driven tilts between SPY/BRK.B, a volatility hedge (VIXY), a levered tech bet (QLD), and short-term Treasuries, with cash-balanced defaults and a SPY/BRK.B core.

This strategy runs every day and decides how much to own in a few assets. It uses a momentum gauge called RSI to spot extreme moves. If SPY looks very overbought (RSI over 80), it moves into a volatility ETF (VIXY to hedge risk). If tech momentum looks oversold (QQQ RSI under 30), it tilts into a leveraged tech bet (QLD) to try for a rebound. If neither condition fires, it focuses on SPY and Berkshire (BRK.B) assets, weighing cash evenly across the chosen positions. If signals are weak or negative, it includes a safer short-term Treasury ETF (BIL) as a potential ballast. The rebalancing happens daily, so positions are updated each day based on these rules. The goal is to balance a corporate-bond mindset (via SPY/BRK.B context) with opportunistic equity tilts and a volatility hedge, while maintaining some safety cash when signals aren’t favorable.

Out-of-sample, this strategy delivers superior risk-adjusted gains vs the S&P: Sharpe 3.43 vs 2.47, max drawdown 1.55% vs 5.07%, Calmar ~14.5, with steady alpha from a hedged core plus opportunistic tilts.