A daily, rule-based rotation: the system chooses one ETF to own (100% of capital) based on RSI momentum signals on VIXY and several market ETFs, with DIA as the default safe holding. It may tilt to leveraged tech ETFs or a hedged ETF if signals look favorable, otherwise stays in safety or default DIA. It’s a single-asset, risk-aware daily strategy rather than a diversified portfolio.

What RSI does here: it’s a momentum gauge that helps decide if an asset has recently become over-bought or strong. RSI values above ~80 suggest caution; lower values suggest less extreme momentum. The strategy computes RSI on VIXY (volatility proxy) and on several ETFs (SPY, QQQ, DIA, XLK, IYY, VTV, XLP, XLF, VOX) over a 10-day window and compares these readings. If VIXY is very high or if VIXY’s momentum is stronger than the momentum of any of the listed ETFs by a threshold, the plan moves into a safer DIA position. If conditions are favorable and volatility isn’t signaling stress, it may tilt into leveraged tech ETFs like TECL or TQQQ, or into a hedged/alternative ETF like BTAL. A daily rebalance updates which single ETF to hold (100% of the cash). Notes for a layperson: - RSI is a momentum indicator that tells you if something has recently gone up too fast. - VIXY tracks market volatility; rising VIXY usually means risk is higher. - DIA is a broad, relatively safer index ETF; TECL/TQQQ are leveraged tech bets (more volatile); BTAL is a hedged/alternative exposure. - The rules rely on a long chain of if/else checks; the end result each day is one ETF to own and hold that day.

Out-of-sample annualized return 50.63% vs S&P 22.18%, with a Calmar ~1.97 for strong long-term risk-adjusted gains; daily RSI/volatility signals steer you to safety (DIA) or strategic tech exposure, aiming for superior growth with controlled risk.