A multi-sleeve, RSI-anchored rotation around SPY with volatility hedges and sector/bond overlays to balance growth and risk.

A rules-based system that starts with a core SPY exposure and then rotates to hedges or sector/bond sleeves based on momentum signals. It evaluates multiple tickers (e.g., SPY, QQQ, IOO) with RSI and moving-average checks across different lookbacks. If momentum is strong, it tilts toward SPY (core exposure) and select sectors; if momentum wanes or volatility spikes, it shifts to hedges (VIXY with SPLV/BTAL) and defense assets (BIL, GLD). A macro overlay (TLT) assesses longer-term bond signals to adjust risk-on vs risk-off posture. Sector sleeves (XLF, XLK, XLE, XLU, XLP, etc.) get weight when their momentum is favorable, otherwise they are avoided or reduced. The overall rebalancing aims to keep risk within a corridor (rebalance width ~0.05) and favors gradual (scale-in) adjustments rather than abrupt changes. In short: it tries to ride broad market strength but has a built-in plan to protect capital when volatility rises or trends weaken, using volatility hedges, anti-beta strategies, and bond-driven signals.

Steadier upside with lower risk: oos drawdown ~13% vs SPY ~19%, Calmar ~1.10. RSI-driven rotations plus volatility hedges and macro-bond overlays cut losses while capturing rallies—offering a robust risk-adjusted profile and less volatility than SPY.