An experimental, daily-rebalanced, multi-signal system that uses RSI-based ranking and inverse-volatility weighting to pick a small tech/market-focused ETF basket, anchored by a KMLM RSI reference, with no OB/OS checks.

Overview: every day the model builds a short list of ETFs to own, using several signal tracks anchored around KMLM and XLK, then weights that list by inverse volatility. Key pieces: - RSI-based ranking: each ETF gets a momentum score (RSI over a window, e.g., 10 days). A group then selects the bottom (weaker) or top (stronger) assets from that ranking, depending on the branch you’re in (Original XLK, Mod XLK, etc.). - KMLM as a reference: the system compares each group’s RSI against KMLM’s RSI to decide whether to use that group’s signal or switch to alternatives. For example, an inner check may say: “Is XLK’s RSI higher than KMLM’s? If yes, take the XLK-based picks; if no, consider other sectors.” - Inverse-volatility weighting: once assets are selected, weights are assigned inversely to each asset’s volatility. Less volatile ETFs get more weight, more volatile ones get less, so the portfolio targets lower overall risk while still capturing momentum. - No OB/OS checks: instead of chasing overbought/oversold extremes, the system relies on cross-asset RSI rankings and volatility to guide exposure. - Groups and signals: the strategy uses several sub-strategies (e.g., Original XLK signal, Mod XLK signal, and others labeled by groups like SMH, IWM, VTI, XHB, XLV, etc.). Each group applies a small rule set (RSI sort, bottom/1-2 picks, optional hedges like BTAL or VIX-related ETFs, etc.). - Final assembly: the outputs from the different groups are merged and then given final weights (often via the inverse-vol mechanism). The result is a daily target allocation across a handful of ETFs, with a bias toward technology-related exposure, tempered by volatility control and cross-asset momentum checks.

Out-of-sample edge: about 19.94% annualized return vs ~19.58% for the S&P, lower drawdown (~17.7% vs ~18.8%), and Calmar ~1.13. Inverse-vol weighting plus adaptive RSI signals deliver tech exposure with disciplined risk control.