A daily, RSI-driven regime-switching strategy: buy 3x-leveraged equity ETFs when TQQQ looks very oversold (RSI2 < 15) by selecting the three most oversold from a large leveraged-ETF list; otherwise switch to a defensive/bond-focused trio selected by RSI, with equal weighting.

- The system uses a very short-term momentum gauge (RSI with a 2-period lookback) on a core momentum proxy called TQQQ (an ETF that aims to deliver 3x the daily moves of the Nasdaq-100). - If RSI(TQQQ) falls below 15, the strategy goes into a momentum-tilt toward very aggressive ETFs. It looks at a larger list of such ETFs (e.g., QQQ 3x, semiconductor/technology 3x, financials 3x, and other sector/speculative plays) and ranks them by recent relative strength over a short window. It then picks the three with the lowest RSI (the most oversold in the short term) and buys them with equal cash weighting (i.e., equal dollar allocation among the three). - If RSI(TQQQ) is not below 15, the strategy shifts to a defensive/softer basket. It scans a second pool comprising bonds and defensive sectors (long-term Treasuries, short-term Treasuries, investment-grade bonds, yen, utilities, consumer staples, healthcare, etc.) and again selects the three with the lowest RSI over a longer window. These three are also equally weighted. - The portfolio is rebalanced daily, with allocations kept equal across the selected assets to maintain diversification and limit single-asset risk. - The design aims to exploit short-term oversold conditions in a high-momentum universe while switching to a lower-volatility, income/defensive mix when momentum signals are not extreme, potentially improving robustness out-of-sample.

Out-of-sample, this RSI-driven strategy delivers superior risk-adjusted growth: ~68% annualized return vs ~20% for SPY, Sharpe ~2.78 vs ~1.68, max drawdown ~4.18% vs ~5.07%, Calmar ~16.26, and beta ~0.69—daily rebalancing and regime switching.