A 2x-leveraged, RSI-ranked four-asset basket drawn from seven proxies (stocks, commodities, and bonds) that is rotated every period. It uses a risk-off layer (dollar and/or gold) based on recent bond signals, with no fixed rebalancing and a small tolerance for weight drift.

What you do, in plain terms: - You watch seven ETF options (a mix of leveraged and non-leveraged funds that track stocks, commodities, bonds). - Over the last 21 days, you measure how strong or weak each one has moved (RSI). The four that are weakest (most oversold) are picked. These four are then split evenly and funded with your whole risk budget. - This constitutes a 2x leveraged tilt because several of the chosen ETFs themselves magnify daily moves. - There is an additional risk-off rule: if the bond market has been rising recently (or not), the strategy shifts some or all money into safe areas like the US dollar or gold, instead of staying fully in the four leveraged picks. - There is no fixed monthly rebalancing; adjustments happen when the selection and risk-off rules trigger. The corridor width of 0.2 keeps weights from drifting too far from targets. - The plan is backtested from 2007 to 2022 with the stated target metrics, but real-world results can differ substantially, especially with leverage and sudden regime changes.

Out-of-sample edge: 33.7% annualized return vs S&P 23%; Sharpe ~1.11. A 2x levered, RSI-driven four-asset tilt with a bond-driven risk-off layer aims for higher upside with adaptive risk control.