A daily, rule-based, multi-asset strategy that rotates among USD strength, short-term Treasuries, leveraged semiconductors, commodities, and anti-beta exposure using RSI and simple filters to balance risk and momentum.

- It rebalances every trading day, splitting capital between a core “risk-off” lane and a tactical lane. - Core lane: uses UUP (US dollar ETF) and BIL (short-term Treasuries). It selects the weakest vs strongest among cash-like options by looking at short-term momentum (RSI) and a trend check (EMA vs price). If momentum signals argue calm or strength, it may favor UUP; if signals argue risk-off, it moves toward BIL. - Tactical lane: targets higher-risk assets to ride momentum when conditions look favorable. It builds a small, risk-controlled sleeve from levered semiconductor ETFs (SOXL for bullish exposure, SOXS for bearish exposure as needed), the commodity index ETF DBC, and the anti-beta BTAL. These are chosen using simple screens (top/bottom by momentum or volatility) and allocated with fixed weights that sum to the tactical portion of the portfolio. - Extreme oversold condition: when broad market momentum indicates extreme oversold signals (e.g., very low RSI on SPY), the strategy may tilt toward aggressive semis (SOXL) or antipode exposure (BTAL) as a counterbalance. - The plan uses lookback windows (e.g., 14-day RSI for momentum, 42–100 day EMA comparisons, 14-day SD filters) and a 35-day lookback for some weighting decisions. - The overall intent is to capture upside in risk-on phases via SOXL, DBC, and related assets, while preserving capital in risk-off regimes via UUP and BIL, with BTAL helping dampen drawdowns when markets become choppy. - It employs daily rebalancing and predefined weightings (e.g., portions allocated to each decision group) to keep the portfolio structured and predictable. - Note: levered ETFs (SOXL/SOXS) are highly volatile and magnify both gains and losses; this strategy relies on discipline, diversification across assets, and risk controls to manage that. - For less-common ETFs mentioned (e.g., KMLM, USDU) the strategy shown uses UUP rather than USDU for longer-horizon testing; if you substitute different tickers, expect changes in exposure and performance.

Out-of-sample return ~29% vs SPY ~22%, with similar or lower drawdowns and solid risk controls. Momentum-driven mix of USD strength, Treasuries, and selective levered bets aims for higher upside with manageable risk.