A daily-rebalanced, GLD-centered strategy using a 2-day RSI and a 200-day trend filter: buy GLD when GLD is above its long-term average and RSI2 is very low; switch to GLL if RSI2 is very high; otherwise use an inverse-volatility mix of SPY, IEF, and TLT for risk-managed diversification.

- On every trading day, the strategy evaluates where to place capital among GLD (gold), GLL (inverse gold), and a risk-on/risk-off mix of SPY, IEF, and TLT. - It first checks GLD’s price against its 200-day moving average. If GLD is above that long-term price average, the strategy proceeds to near-term momentum checks on GLD. - The near-term signal uses RSI with a 2-day window on GLD. If GLD’s RSI2 is very low (below 0.25), the strategy buys or holds GLD (long gold) with a full allocation. - If GLD’s RSI2 is very high (above 98), the strategy switches to GLL (short gold) as a hedge against extreme overownership. - If none of the GLD-specific signals apply, the strategy shifts to an inverse-volatility allocation among SPY, IEF, and TLT. Volume/volatility rules use a 30-day window to weight those three assets inversely by their recent volatility, favoring the less volatile assets. - The overall design is daily-rebalanced, so positions can change every day based on the latest signals. - The approach treats GLD as the anchor and uses extreme-short-term momentum to time entries/exits, with GLL as a hedge and a diversified fixed-income/equity mix as a fallback when GLD signals aren’t triggered.

Out-of-sample, this strategy delivers dramatically higher risk-adjusted returns than the S&P 500: ~66.6% annualized vs ~17%, max drawdown ~10% vs ~19%, Sharpe ~2.73 vs ~0.97. Gold-first with hedges and volatility-aware diversification.