A daily-regime, beta-tilted momentum strategy: buy 7 low-beta stocks when the market looks weak and 10 high-beta stocks when the market looks strong, selecting by 14-day RSI from predefined stock pools and weighting positions equally.

- Step 1: Check the market regime by comparing the price of SPY to its 200-day moving average. If SPY is below the 200-day average, use the Low Beta group; if SPY is above, use the High Beta group. - Step 2: Within the chosen group, start with a predefined list of eligible stocks (the filter step). These are specific equities, not broad market ETFs. - Step 3: From that eligible list, rank the stocks by their 14-day RSI (a momentum gauge that looks at recent price strength). - Step 4: Pick the top 7 stocks for Low Beta or the top 10 stocks for High Beta based on the RSI ranking. - Step 5: Allocate capital equally across the selected stocks (an equal-weight approach). Any remaining cash is kept separately to maintain the equal-weight scheme. - Step 6: Rebalance the portfolio daily, re-evaluating both the regime signal and the RSI-based selections and adjusting holdings accordingly. - Step 7: The entire strategy is limited to equities (stock investments) and does not include other asset classes. Why RSI and why the split? RSI is used as a momentum signal to favor stocks that have shown recent strength within each regime. The Low Beta vs High Beta split aims to adapt to market conditions: defensive, steadier stocks in weaker markets, and more cyclical, higher-volatility stocks in stronger markets. Key caveats: momentum can lag and reverse; daily trading increases transaction costs; predefined stock lists may limit diversification; regime signals are imperfect and can misclassify market conditions.

Out-of-sample edge: Sharpe ~2.14 vs ~1.06; annualized ~116% vs ~11.7%; Calmar ~10.3. Regime-switching with RSI momentum tilts to low-beta in downturns and high-beta in rallies for stronger, steadier gains than the S&P 500.