A rule-based, RSI-driven rotation that bets on biotech (LABU/LABD) with a momentum-driven Rotator (LLY/AVGO/TLT), plus hedges (UVXY) and leveraged tech bets (TECL/TQQQ) to adapt across market regimes.

- The system starts with volatility hedges: if short-window momentum on major indices is extreme (RSI around 80+ on QQQ or SPY), it buys UVXY as a hedging exposure. - If those hedges aren’t triggered, it looks at a Tech leverage opportunity: if the 5x leveraged tech momentum isn’t overly extended (RSI(TQQQ) is not extremely high, i.e., < 31), it may tilt into TECL (tech bull 3x). - If none of the hedges or the TECL signal applies, it moves to macro tilts between biotech bulls (LABU) or biotech bears (LABD). These tilts are driven by comparing RSI-derived momentum between bond proxies and equities over specific windows (e.g., 10d AGG vs 10d QQQ; 15d BND vs 15d QQQ; 10d IEF vs 16d IWM). If bonds show stronger momentum than equities (e.g., RSI(BND) > RSI(QQQ) with the specified windows), the strategy allocates 60% to LABU and 40% to a Rotator. If not, it allocates 60% to LABD and 40% to the Rotator. - The Rotator is a separate mini-strategy that scans three assets (LLY, AVGO, TLT) and, using a 5-day RSI, selects the single strongest momentum asset (top by RSI) and assigns 40% of the Rotator portion to that asset. - The LABU/LABD blocks allocate 60% to LABU or LABD (respectively) and 40% to the Rotator. The two macro tilt paths (LABU vs LABD) share the same Rotator, creating a consistent exposure framework. - The overall construction blends a bio/biotech thematic tilt with a tech-heavy tilt via leverage, while keeping a hedge in play for extreme regimes. It does not rely on a single indicator; it uses several RSI windows and cross-asset comparisons to decide which sleeve to own at any time. - In practice, you’ll see a focus on LABU or LABD as the core directional bet, a smaller Rotator pointing to the strongest momentum among LLY/AVGO/TLT, and sporadic hedges to UVXY or selectively to TECL when the market signals align.

Dynamic biotech/tech rotation with volatility hedges and a momentum Rotator. Out-of-sample: about 17% annualized return, 0.55 Sharpe, Calmar 0.36. Delivers diversification and regime hedging versus SPY, with upside in biotech/tech trends.