All‑or‑cash momentum strategy. It compares 10‑day strength (RSI) of tech/semiconductor funds to KMLM (managed‑futures). If strength wins, it buys 3x tech/semis (SOXL/TECL); otherwise it parks in T‑bills (BIL). Very aggressive and concentrated.

RSI = a 0–100 score of how strong recent price moves were (10 days). Tickers: SOXL/TECL = 3x tech/semis; SMH = semis; KMLM = managed‑futures; BIL = T‑bills; USD = U.S. dollar. Rules: 1) If SOXL’s score > KMLM’s → buy SOXL (100%). 2) Else if TECL’s > KMLM’s → buy TECL. 3) Else if USD’s > KMLM’s → buy TECL. 4) Else if SMH’s > KMLM’s → buy TECL. Else hold BIL.

Leveraged tech momentum with binary signals: 3x exposure to SOXL/TECL when momentum beats KMLM; otherwise cash. Out‑of‑sample: ~25% annualized return vs S&P ~17%, with higher upside but higher drawdown risk.