A daily, momentum-based, tactical allocation that uses a two-day RSI on TYD to decide between extreme-long Treasuries (TYD) or extreme-short Treasuries (TYO), with a trend filter, and a volatility-weighted SPY/GLD fallback when TYD signals aren’t decisive.

- You start with cash and then decide between three main buckets each day: TYD (long 7–10 year Treasuries, levered 3x), TYO (short Treasuries, levered -3x), or a SPY/GLD sleeve (stocks and gold) with inverse-volatility weighting. - The TYD-based signals come from RSI(2) (a momentum gauge) on TYD and a price-trend check against the 100-day moving average. - If TYD’s RSI(2) is very low (below 20) and TYD’s price is above its 100-day average, you go all-in on TYD (bet Treasuries will bounce back). - If TYD’s RSI(2) is very high (above 90) and TYD’s price is above its 100-day average, you go all-in on TYO (bet Treasuries will pull back). - If neither extreme signal is satisfied, you don’t stay in TYD/TYO; instead you tilt toward SPY and GLD using an inverse-volatility rule over the last 30 days, which tends to put more weight on the less volatile of the two. - The plan rebalances every trading day, with explicit “cash-equal” steps ensuring weights sum to 100% when relevant. - The inclusion of the 100-day moving average acts as a trend filter, helping avoid short-term whipsaws from the RSI extremes. - In short: momentum-driven decisions on TYD/TYO when Treasuries look extremely oversold/overbought, filtered by a trend check, with a fallback to a diversified SPY/GLD mix weighted by recent volatility to manage risk.

Out-of-sample edge: max drawdown 11.37% vs SPY 18.76%; Calmar 0.54. Returns ~6.14% with a risk-managed, diversified approach (TYD/TYO momentum + volatility-weighted SPY/GLD) offering downside protection versus the S&P 500.