A daily, equal-weight, momentum-driven strategy that rotates among levered equity ETFs and hedges. It checks SPY’s trend, uses 10-day RSI signals to pick up to 3 assets, allocates cash evenly across them, and rebalances daily with cash as a buffer.

Plain-language description: - You start with cash that will be split across a small set of ETFs each trading day. - First, check market trend: is SPY trading above its 200-day average? If no, the system shifts to cash-like assets and hedges rather than full equity exposure. - If yes, the system reads short-term momentum signals (RSI over the last 10 days) for a group of ETFs including TQQQ, TECL, UPRO (bullish/leverage bets), SQQQ (inverse), UVXY (volatility), and broad market ETFs like SPY and QQQ. - It ranks these assets by their RSI (momentum strength) and picks up to 3 assets to hold that day. - Each chosen asset gets an equal share of the available cash (cash-equal weighting). The leftovers go into SHV (a cash proxy) so the total portfolio remains fully invested in those picks plus cash. - There are explicit RSI-based gate rules: certain signals trigger inclusion or exclusion (e.g., RSI thresholds around 31–32 for buys, and around 79–80 for potential exits or hedges). Some branches also consider a moving-average condition (e.g., SPY against its 200-day MA or TQQQ against its 20-day MA). - The plan rebalances daily, keeps exposure concentrated to up to 3 assets at a time, and uses a diversified mix of levered long and inverse ETFs to try to capture upside while providing risk controls via cash and hedges. - Note: This is a high-risk, high-reward approach due to use of 3x levered products and active rotation; it is not typical for conservative investing and requires careful risk management and cost awareness.

Out-of-sample, this daily RSI-driven momentum strategy targets ~10.4% annualized return with ~2% max drawdown, Sharpe ~1.07 vs SPY ~0.15, and Calmar ~5 vs ~1. It pursues upside with levered ETFs and hedges while keeping risk disciplined.