A daily, rule-based momentum switcher that rotates among cash, SPY, TQQQ, XLK, TLT, and SQQQ using RSI signals and simple price checks. It aims to ride bullish momentum (especially in tech) and hedge or retreat in weak markets, with KMLM serving as a benchmark touchpoint in part of the rules.

In simple terms, imagine a smart switch that decides every trading day which single thing to own from a small set of options. It starts with cash as the default, but then runs a series of momentum tests on several assets. The tests look at how recently prices have moved (using RSI, a momentum gauge) and compare those signals across assets. Depending on the results, the switcher picks one asset to hold for the day, such as: - SPY (broad US stocks) if momentum looks strong but not extreme, - TQQQ (3x leveraged tech exposure) if tech momentum is very strong or certain cross-asset signals favor risk-on tech, - XLK (tech sector) as another upside option when tech momentum is favorable, - TLT (long-term Treasuries) or SQQQ (inverse QQQ) as hedges/defensive plays when momentum looks weak or warning signals appear, - and BIL (short-term Treasury cash proxy) in some cases for cash-like positioning. The RSI checks use a 10-day window (gauging how hot or tired recent price moves are) and thresholds like 80 (very overbought) and 30 (very oversold) to trigger switches. There’s also a cross-check where XLK’s momentum is compared to KMLM’s momentum to influence lean toward aggressive tech exposure. A moving-average check on TLT adds a trend filter (price relative to a 20-day average) to decide whether to lean toward bonds or hedge. The result is a daily decision that replaces the prior day’s holding with the new one dictated by these rules. Note: this involves leveraged and inverse ETFs (TQQQ, SQQQ), which can amplify gains but also losses, especially with daily rebalancing. In practice, expect a sequence of shifts toward cash in choppier markets, toward leverage in strong tech leadership, and toward hedges in risk-off environments. The intent is to capture upside when momentum is favorable while maintaining some protection when momentum deteriorates.

Capitalize on tech leadership with a daily momentum switcher across SPY, TQQQ, XLK, SQQQ, TLT and cash. Out-of-sample return: 42.4% vs SPY 30.0%; Calmar 1.69; smarter risk-managed upside, though drawdowns can be larger.