A daily-rebalanced, RSI-driven, multi-asset system that buys dips in equities and uses volatility/defensive hedges, plus bonds/cash, to manage risk across a broad, diversified universe.

- The system looks at a broad set of assets, including SPY, QQQ, TQQQ, SOXL (stocks), UVXY and SQQQ (volatility/leveraged hedges), and various bond/cash proxies (BIL, SHY, SHV, STIP, TLT, UUP). - It ranks assets using RSI (a momentum gauge) over short windows (roughly 10–13 days) and selects the top or bottom asset in a group to trade. - It also uses a trend check (for example, SPY price vs its 200-day moving average) to decide whether to favor equities or move toward hedges and bonds. - The strategy builds a daily allocation (weights) to the chosen asset or group. Sometimes it puts all weight on a single instrument; other times it splits weight between two options (e.g., 50/50). - One internal group explicitly targets a balanced mix of stocks and bonds (Hold Stocks / Bonds) with RSI-influenced picks among proxy assets, aiming to reduce risk while maintaining some equity exposure. - The overall goal is to capture gains during dips (buying when prices are relatively cheap) and protect against rapid upswings (selling or hedging when momentum signals become extreme or the trend deteriorates).

Out-of-sample edge: 19.38% annualized return vs 17.40% SPY; Sharpe 1.09 vs 0.93; max drawdown 11.03% vs 18.76%; Calmar 1.76—stronger, more durable gains with hedges and diversification.