A momentum-driven, multi-asset strategy that mixes tech/broad-market exposure with volatility hedges. It uses 10-day RSI signals to rotate among core ETFs (QQQ, XLK, VOOG, SPY) and selective leveraged/alternative exposures (TECL, SPXL, UVXY, VIXY, VIXM), adding hedges when risk rises and avoiding fixed rebalances.

- The strategy watches several big ETFs that cover the market, especially tech-heavy or growth-focused areas (QQQ, XLK, VOOG, SPY). It uses a simple momentum signal: a 10-day RSI (a speed/magnitude measure of recent performance) to judge whether an asset is overbought (too strong) or not. If signals are very strong (high RSI on a base ETF), it may tilt toward hedges to dampen risk. - When a core group hits certain high RSI thresholds, the system can add hedges that profit from rising market volatility (UVXY, VIXY, VIXM) in small to moderate weights (often around 15% in the hedges when active). This is intended to protect against sharp pullbacks while not crushing upside when markets are calm. - Simultaneously, the model can rotate among different core exposures (for example TECL or SPXL to tilt toward leveraged tech or broad-market upside, or BSV to add a short-duration bond ballast). The rotation within each group is guided by a “top” or “bottom” selection, which means the system may pick the strongest or weakest momentum within a group based on the same 10-day RSI logic or related ranking. - There is a nesting of decisions: the strategy first tests a base asset (QQQ), then, if certain thresholds are met, tests a hedging path (VIX-related ETFs) or a leverage path (TECL/SPXL) within the larger group (QQQ, XLK, VOOG, SPY). - Weights are typically modest for hedges (e.g., around 15%) and core exposure weights vary by branch; some branches show 0% to a hedge in that exact path, indicating conditional activation rather than always-on hedging. - Rebalancing is indicated as none, meaning the strategy doesn’t automatically rebalance on a fixed schedule; it relies on the occurrence of signals to alter positions. - The overall intent is to chase upside in strong, momentum-driven markets while using volatility-based hedges to reduce risk during spikes in volatility or when momentum becomes extreme. - Finally, the backtest-like metadata (sparkgraph URL, color, rebalance corridor) suggests an evaluative framework rather than a purely static allocation.

Out-of-sample, this momentum-driven, multi-asset strategy delivers about 33.7% annualized return versus 22.6% for the S&P, with a Calmar of ~1.43—strong risk-adjusted upside. RSI-driven rotations plus hedges target rallies while dampening risk.