A daily sector-rotation strategy that ranks 10 major sector ETFs using a multi-horizon momentum score, with RSI-driven hedges. If momentum looks extreme (RSI > 80), it hedges with UVXY; if momentum is very weak (RSI < 30), it uses levered/inverse sector ETFs to capture reversals. Otherwise, it buys the top CMS-ranked sectors (with diversification), using a grouped, top-in-class approach and longer moving-average checks to pick the best within each group.

- The strategy scores each sector on a Composite Momentum Score (CMS) using signals from multiple timeframes. The higher the CMS, the more attractive the sector. - Sectors are checked in order and the top CMS sector(s) are chosen to own, with diversification across groups to reduce risk. - RSI thresholds drive defensive actions: if any sector has RSI > 80 (overbought), the portfolio shifts into UVXY to hedge against a possible volatility spike. If RSI < 30 (oversold) for a sector, the model may tilt into leveraged or inverse ETFs that target that sector to capture a potential mean-reversion move. - The sector list in order is fixed (XLC, XLY, XLK, XLU, XLI, XLP, XLV, XLB, XLRE, XLE). - Within groups of related sectors, the model may pick the top performer using longer-term moving-average-return signals and allocate across the chosen tops to maintain broad exposure. - Rebalance frequency: daily. - Asset class: equities (with occasional hedge instruments like UVXY or levered/inverse sector ETFs).

Dynamic sector rotation with multi-horizon momentum and RSI hedges targets broad equity upside with disciplined risk controls. Out-of-sample ~19.5% annualized return and positive alpha offer a compelling alternative to the S&P 500.