A daily, RSI-driven tactical approach that alternates between two levered equity bets (top volatile 2x/3x ETFs) and a defensive basket of bond/sector ETFs, using momentum checks (RSI) and a 200-day trend filter to time risk-on vs risk-off. It aims for upside via leverage when signals are favorable, and safety via bonds/defensive sectors when not.

- It runs daily and looks at a pool of leveraged ETFs (high-risk, 2x/3x exposure) such as TQQQ, TECL, SOXL, UPRO, QLD, LTL, ROM. A volatility screen selects the top 2 by price volatility over a 20-day window. These two are the levered “risk-on” candidates. - An RSI (relative strength index) check on the 2-day lookback for TQQQ acts as an entry trigger: if RSI2(TQQQ) is below 20, the model tilts toward the levered-basket using the top-2 picks and assigns weights (e.g., ~80% of the risk budget to this path, ~20% to cash or to the other leg). - If that RSI condition isn’t met, an alternate path checks for risk-on vs risk-off signals using an XLK vs KMLM RSI comparison. If XLK's RSI (10-day) is greater than KMLM's RSI (10-day) and the price of QQQ is above its 200-day EMA, the model maintains or shifts toward risk-on bets (the levered ETFs path). - If the risk-off path is triggered, the model selects one asset from a defensive/bond/sectors pool (BSV, TLT, LQD, VBF, XLP, UGE, XLU, XLV, SPAB, ANGL) based on a bottom RSI ranking (i.e., the most oversold on a 10-day RSI) and allocates to that single asset. The list is sorted by RSI and the bottom (most oversold) is chosen, providing a defensive tilt. - Overall, the portfolio is rebalanced daily and remains in the EQUITIES asset class when in the levered path, with a defensive option that may tilt toward bonds or staples/utilities sectors when risk signals flip. The “Safe Sectors & Bonds” label reflects the expected defensive intent of the second leg. The strategy emphasizes QQQ proxies and levered bets during favorable momentum and pivots to safety when momentum deteriorates.

Out-of-sample track record shows stronger risk-adjusted gains, with sharper upside via selective 2x/3x levered bets and built-in downside protection through bonds/defensive sectors, unlike the S&P’s slower, unhedged path.