Momentum-dip strategy: buy top big-name stocks when RSI signals a dip rebound, with a bond/cash hedge and a top-10 risk-filtered selection; no fixed rebalance.

The strategy scans a pool of big-name stocks and uses RSI momentum signals to identify when a stock has recently dipped enough to be a potential rebound. If a stock’s short-term RSI is under 30, it’s a candidate for a full-weight buy. A deeper, longer-term confirmation layer checks additional RSI windows to reduce false signals. If market risk appears high (via UVXY/SPXL signals) or if long-term bond momentum is weaker, the system shifts toward cash/bonds (via BIL or bond ETFs). After screening, the top 10 candidates are chosen by a risk metric (max drawdown) and each is given equal weight. There is no fixed rebalance, and cash/bond hedging is used to reduce downside risk during tougher markets.

Out-of-sample edge: ~21.5% annualized return vs 19% for SPY, Sharpe ~1.16, Calmar ~1.78, and max drawdown ~12% vs SPY ~18.8%. Lower volatility and beta—better risk-adjusted upside than the S&P 500.