Daily momentum-based switch: compare RSI(MBND,10) to RSI(XLE,10); if MBND stronger, buy QQQ; else buy BTAL. Simple rotation between a tech-heavy equity ETF and a hedged equity ETF based on bond vs energy momentum.

What this strategy does, in plain language: 1) It looks at two broad market signals: MBND (bond-like exposure) and XLE (energy sector). It measures recent price momentum for each using a 10-day RSI (a simple gauge of how strong recent moves have been). 2) If MBND’s momentum is stronger than XLE’s (MBND RSI > XLE RSI), it directs 100% of capital to QQQ (a broad tech-heavy stock ETF). 3) If MBND’s momentum is not stronger (the opposite case), it directs 100% of capital to BTAL (an anti-beta/hedged equity ETF). 4) The position is reviewed and potentially changed every trading day (daily rebalance). 5) All investments are within the equities universe (QQQ and BTAL are equity-related funds). In short: a simple daily momentum rule that chooses between a tech proxy (QQQ) and a hedged equity proxy (BTAL) based on which macro exposure (MBND vs XLE) shows stronger recent momentum.

Disciplined macro-rotation that daily switches between QQQ and BTAL on MBND/XLE momentum. Offers a transparent, rules-based hedge and diversification beyond a pure SPY core; note that OOS performance lags SPY, but risk management helps in choppy markets.