A daily-rebalanced, RSI-driven levered sector rotation system. It selects one or more leveraged or inverse sector ETFs (e.g., TMF, CURE, DRN, ROM, VBF, EDZ, EDC, etc.) based on multi-window momentum signals, relative-strength checks, and price-trend filters, aiming to ride strong sector trends in EM/US equities while using inverses as hedges. It’s high risk and best suited for aggressive investors who can tolerate volatility.

- The strategy rotates into leveraged sector ideas and, when signals warrant, into inverse plays. It does this with a long, multi-layer decision tree rather than a single indicator. - Core inputs are RSI-based momentum checks on various ETFs (with different lookback windows like 10, 14, 6, or 15). - It ranks candidate leveraged/inverse ETFs inside a group labeled “Leveraged Sectors or Bonds,” selecting the lowest-RSI instruments (bottoms) to buy, and sometimes also using a second bottom-ranked option for a small-lot or hedge. - It layers conditions: RSI thresholds, price relative to moving averages, and cross-references to other indices (like IEF, IWM, DIA, SPY, XLP) to avoid over-concentration. - There is a cash-weighting mechanism (wt-cash-equal) that determines which assets in the levered group get exposure; the selection often targets a single instrument but may incorporate a second choice depending on the path through the tree. - The final stage invokes a price-filter: a moving-average check (current price vs a long-term moving average) to ensure there’s price-trend support before committing or maintaining exposure. - Rebalances occur daily, updating the chosen levered/inverse exposures. - The aim is to capture sustained momentum in levered sectors (and their inverses when momentum is deteriorating) while using filters to manage some of the risk endemic to leverage and sector-rotation strategies. In practical terms: if the momentum signals look strong for certain leveraged sectors (e.g., TMF for financials, DRN/ROM variants for real estate/other sectors) and price is above its long-term trend, the system tends to allocate to those assets. If momentum is excessive or deteriorating (e.g., RSI readings in the danger zones or relative weakness against peers), it shifts into inverse positions (e.g., EDZ) or into different sectors within the leveraged group. The exact tickers you’ll see are among several leveraged or inverse ETFs and a few EMUS/US sector proxies; the rules ensure the chosen exposures represent the current trend rather than a static allocation. The whole setup is designed to be a high-octane, trend-following rotation engine rather than a steady, buy-and-hold approach.

Out-of-sample edge: Sharpe ~2.29x SPY, Calmar ~6.14, annualized return ~88% vs ~6.25% for the S&P, with ~14% max drawdown. RSI-driven levered-sector rotation offers higher upside with hedged risk.