A daily-rebalanced, multi-asset momentum strategy using short-term RSI and moving-average checks to decide whether to own, or overweight, a set of assets (including GBTC, UPRO, TMF, GLD, PDBC, DBMF, SVXY). It adds hedges during volatility spikes and diversifies across stocks, bonds, gold, commodities, and crypto, aiming for a disciplined, signal-driven return while managing risk with overlays.

The RSI 2 Portfolio looks across several asset groups (GBTC, UPRO, TMF/TMV, GLD/GLL, PDBC, DBMF, SVXY). For each asset/group: 1) check if its price is above a short-term moving average (trend test). If yes, move to a momentum check. 2) check a 2-day RSI to see if momentum is extremely strong or weak. If the RSI is extremely low or high, the group may be bought or added to, with an equal-weight approach inside that group. Some branches bring in hedges (like BIL or inverse-vol assets) when volatility or risk signals are elevated. All groups are combined into the single RSI 2 Portfolio and rebalanced daily, with money allocated evenly within each triggering group. The aim is to capture momentum across a broad set of assets while including risk controls through hedges and a disciplined, frequent rebalance. Key asset exposure themes: bitcoin proxy (GBTC), a levered equity proxy (UPRO), long and short treasury/defense (TMF/TMV, IEF, TLT), gold (GLD, GLL), commodity exposure (PDBC), managed futures (DBMF), and a volatility hedge (SVXY). The approach blends trend-following with extreme-momentum triggers, plus overlays designed to dampen risk during stress. Note: levered ETFs and Bitcoin exposure are high-risk components and can magnify both gains and losses, especially in sudden market moves.

Out-of-sample, this strategy targets ~24.6% annualized returns, 1.66 Sharpe, and ~10.1% max drawdown—clearer, stronger risk-adjusted gains than the S&P (17.1% return, 0.97 Sharpe, 18.8% drawdown). Diversified, hedged, and daily-rebalanced.