A complex, RSI-driven, multi-block portfolio that blends commodities (via USDU and PDBC), broad-market momentum, VIX hedges, and safety bets to adapt to market regimes while using leveraged ETFs in select blocks.

This strategy watches many ETFs and compares how strong they are using a momentum measure called RSI (think of it as a gauge of recent price strength). It runs through several grouped schemes (Commodities, Broad Market, Bonds/Safety, and anti-beta hedges). For each scheme, it picks assets that look relatively strong or weak based on RSI windows (like 10 or 60 days) and other tests (moving averages, drawdowns). It then allocates capital among selected assets, sometimes favoring leveraged bets (heavy on 2x–3x ETFs) when signals are favorable, and shifting toward hedges (volatility ETFs, gold, dollars, bonds) when signals are weak. The plan rebalances according to these rule checks, potentially replacing some holdings with USDU Commodities exposure and other defined blocks. In short: it tries to ride favorable momentum, hedge risk during volatility, and maintain diversification across commodities, equities, bonds, gold, and currency exposure, all driven by automated RSI and other rule-based filters.

Strong risk-adjusted edge: out-of-sample Sharpe 1.96 vs S&P 1.44, Calmar 2.90, drawdown 6.6% vs 18.8%, beta ~0.12. RSI-driven, diversified strategy with hedges and selective leverage for steadier, resilient growth beyond the S&P.