Daily RSI-based SPY vs BND rotation that tilt into QLD for growth when momentum favors stocks, or into BIL for safety when momentum favors bonds; includes a yield-curve check (IEF vs TLT) that can push toward safety.

- Every trading day, the strategy re-evaluates a two-asset framework: equities (SPY) and bonds (BND). It uses RSI, a momentum measure, to gauge which side has stronger recent momentum. The plan looks at specific RSI relationships (e.g., comparing SPY and BND momentum using short and medium windows like 20 and 60 days). - If equity momentum is stronger relative to bonds (as interpreted by the RSI checks in the code), the strategy tilts toward growth exposure via ProShares Ultra QQQ (ticker QLD), which is a leveraged play on Nasdaq-100 stocks. - If bonds look relatively stronger (i.e., risk-off conditions suggested by the RSI logic), the strategy shifts into a cash-like/bond-proxy position using BIL (short-term Treasuries). This gives a safer, more capital-preserving stance when risk is perceived to be higher. - There is an additional mechanism that tries to detect an inverted yield environment by comparing RSI signals between IEF (intermediate-term Treasuries) and TLT (long-term Treasuries). If the signal suggests inversion (long-duration bonds underperforming), the system calls for a more defensive posture, again pointing toward BIL. - The weight is typically allocated as 100% to the chosen asset (a full allocation rather than a blended mix) as indicated by the “100/100” weight and “wt-cash-equal” structure in the logic. - The rebalance occurs daily, so holdings can switch as often as the signals flip. - In plain terms: if stocks look stronger, you ride the rally with a levered stock ETF; if bonds or risk signals look stronger, you sit in a short-term Treasuries ETF to protect capital. If the yield curve looks inverted, you lean more toward safety. - The strategy uses a few different ETFs beyond SPY and BND to implement its ideas: QLD for aggressive equity exposure, BIL for cash-like safety, and occasionally IEF/TLT to assess yield-curve risk. It does not rely on complex single-security picks; it uses widely traded ETFs to implement its rotation.

Out-of-sample: ~32.6% annualized return with ~14.7% max drawdown, Sharpe ~1.60, Calmar ~2.22—delivering higher risk-adjusted growth than SPY by rotating between QLD (growth) and BIL (safety) on momentum signals.