A daily, rules-based allocation across four US market groups (IWM, SPY, QQQ, DIA) using momentum (RSI), trend (200-day MA), and volatility (VIXY) signals. It targets fixed group weights when signals are favorable, but otherwise stays in cash, aiming to ride trends while avoiding high-risk periods.

- Every trading day, the strategy decides how to allocate cash across four market groups: IWM (small caps), SPY (broad market), QQQ (tech-heavy), and DIA (Dow). - Each group has a target weight: IWM 15%, SPY 35%, QQQ 30%, DIA 20% if conditions allow. - Signals used inside each group include: - Short-term momentum checks (RSI over 10 days) for the focus tickers (SPY, VIXY, etc.). High RSI values imply strong recent price momentum and can trigger exposure; very high risk signals from VIXY (volatility) can constrain exposure. - Trend check: Is the asset trading above its 200-day moving average? If yes, trend is considered favorable. - Additional checks can involve comparing current price to a moving average or to other leveraged/hedged funds, to decide which sub-ticker within the group to use (e.g., UPRO, TECL, TQQQ, UDOW, URTY, BTAL). - If the signals indicate risk is elevated or the trend isn’t clearly favorable, the rule set pulls back toward cash instead of buying the targeted group. - The final allocation for the day applies the weights within whichever group passed the signals, or sits in cash if none did. - It’s a “risk-controlled trend-following” approach: ride favorable trends with exposure, limit drawdowns with volatility/risk filters, and rebalance daily.

Out-of-sample edge: annualized return ~50% vs ~18% (S&P), Sharpe ~1.22 vs ~1.04, Calmar ~2.24. Daily, rules-based trend exposure with cash buffers offers higher, risk-controlled growth than the S&P.