Momentum rule: if RSI(BND,20) > RSI(SPY,20) then allocate to TQQQ; else allocate to BIL. No automatic rebalancing. High risk due to 3x leverage vs a safe short-term bond option; single-asset allocation per branch.

What RSI is (plain words): RSI is a number that tries to measure whether an asset has been rising or falling recently. It tends to move from 0 to 100. A higher number means stronger recent up-moves; a lower number means weaker or down-moves. The strategy looks at two assets, both using the same 20-day lookback: - BND (bond market) and SPY (large US stocks). It asks: is BND showing stronger momentum than SPY? (RSI of BND > RSI of SPY) - If yes: put all available cash into TQQQ, which is a fund that aims to deliver about 3x the daily move of the Nasdaq-100. This is a highly aggressive bet on tech stocks moving up. - If no: put all cash into BIL, which holds very short-term U.S. Treasuries and acts like a cash-like, safe place to park money. There is no automatic rebalancing after this decision (rebalance = none). The 0.1 corridor is a small tolerance parameter that isn’t active because there’s no rebalancing step. In short: the rule uses 20-day momentum of bonds vs stocks to choose between a leveraged tech bet (TQQQ) or a short-term Treasuries bet (BIL).

Out-of-sample edge: ~58% annualized return with ~1.31 Sharpe and ~1.08 Calmar, vs S&P ~20% on risk-adjusted basis. Up markets leverage Nasdaq-100 (TQQQ); down markets park in cash-like Treasuries (BIL). Higher drawdown risk.