A daily, high-risk, momentum-driven strategy that rotates between leveraged tech/semiconductor bets (SOXL/TECL) and their bearish counterparts (SOXS/SQQQ), using RSI-based signals and bond-market context to decide when to ride risk or seek hedges, with an equal-cash baseline and bond-proxy ballast for risk control.

- Every day, the strategy starts from a cash baseline and uses equal cash weighting as a starting point. - It evaluates momentum signals (RSI, a popularity momentum measure) on several assets: SHY (short treasury), IEF (mid-term treasury), BIL (very short treasury), SPY (broad equity proxy), and sector ETFs that represent technology and semiconductors (TECL for tech, SOXL for semiconductors) and their bear/short equivalents (SQQQ for QQQ inverse, SOXS for semiconductor bear). - The core decision is driven by RSI-based comparisons. If bonds look relatively strong versus equities (certain RSI relationships and window days), the strategy holds or adds hedges (SOXS, SQQQ) instead of taking on long leverage. The logic generally prefers long leveraged bets (SOXL, TECL) when momentum signals align in favor of the stock market and a risk posture, and reverts to hedges when momentum signals weaken or when bond-market signals disagree with stock signals. - In a special branch, when the S&P (or the broad market proxy) appears extremely oversold (low RSI), the system performs a “double-check” with bond-market context before going long, to avoid buying into a potentially sharp downside spur. If the checks favor risk-off, it may instead tilt toward hedges (SOXS, SQQQ) rather than long bets. - The rotation uses “wt-cash-equal” steps, suggesting portions of the portfolio are kept in cash and reallocated across assets to maintain balanced exposure rather than concentrating in a single asset. The daily rebalance ensures positions reflect the latest signals rather than letting prior allocations drift. - The primary long bets in the upside regime are leveraged bets on technology and semiconductors (SOXL and TECL), while the downside regime is cushioned by bear/short exposures (SOXS, SQQQ) and by bond proxies (SHY, BIL, IEF) for ballast. The design aims to capture large gains during sustained tech/semis rallies while mitigating risk during pullbacks, at the cost of higher drawdowns and more trading.

Momentum-driven rotation between leveraged tech bets and hedges with bond ballast. Out-of-sample return ~101.6% vs SPY ~22.8%; Calmar ~1.35; Sharpe ~1.22. Daily rebalance targets big upside with risk control versus the S&P.