A daily, rules-based rotation among BTAL, BIL, QQQ, XLK, and SPY using short-term momentum (RSI on levered Nasdaq proxy) and a trend filter (SPY’s 200-day average) to balance growth with risk. It allocates cash evenly across the assets that pass its rules, with defensive hedges favored under extreme momentum and tech/broad-market bets favored when conditions are milder.

- Every day, the strategy looks at a small group of assets and decides which one (or ones) to own, then allocates cash equally among the chosen assets. - It uses short-term momentum signals (RSI over 10 days) calculated on levered proxies (like TQQQ) to determine which asset should be favored for that day. - It also uses a trend check on SPY: is SPY above its 200-day moving average? This helps determine whether the market is in an overall uptrend or not. - The decision tree contains several branches: - If very strong short-term momentum on TQQQ (RSI > ~79), the plan prefers BTAL (an anti-beta/defensive-type exposure). - If momentum on the leverage proxy is very high in another branch, it may tilt to BIL (cash-like) and then fallback to QQQ if conditions aren’t met. - If short-term momentum on TQQQ is low (RSI < ~31), XLK (tech sector) gets consideration, and SPY can be chosen if SPY’s own RSI is subdued. - In cases where none of the momentum checks clearly favor one asset, some branches lead back to QQQ or SPY, depending on other checks (including moving-average comparisons and other conditional paths). - The overall effect is a daily rotation among BTAL, BIL, QQQ, XLK, and SPY, aiming to balance growth potential (QQQ/XLK/SPY) with risk control (BTAL/BIL). - Important caveats: since the strategy uses leveraged proxies for signals and relies on daily rebalancing, it can produce higher turnover and greater sensitivity to market shocks. It’s not a boring buy-and-hold approach; it’s a dynamic, signals-driven allocation.

Out-of-sample, this strategy delivers ~31.4% annualized return vs 21.5% for the S&P, with a higher Sharpe (~1.41 vs ~1.29), smaller drawdown (~16% vs ~18.8%), and beta near 0.96—more upside with balanced risk.