Daily momentum-based rotation: compare SMH to peers using RSI; if SMH leads on short windows, tilt into 3x tech ETFs (TQQQ and TECL) equally; if not, but SMH leads on a longer window vs FTLS, do the same; otherwise park in BIL cash. High risk, frequent rebalancing.

What you’re doing is: - Measure momentum: compute RSI for SMH and for two peers (WTMF and FTLS) using short lookbacks (10 days for SMH vs WTMF; 20 days for SMH vs FTLS). - Compare: if SMH’s RSI is higher than WTMF’s (first test), you buy two levered tech ETFs (TQQQ and TECL) in equal amounts. - If the first test fails, run the second test: if SMH’s RSI is higher than FTLS’s RSI, you again buy the same two levered tech ETFs in equal amounts. - If neither test is true, you buy nothing risky and instead hold BIL, a short-term cash-like ETF. - Rebalance daily: adjust positions every day to follow the rule set. - What you own when you’re “long” the levered techs: two assets, TQQQ and TECL, each with equal weight (wt-cash-equal implies even split). When you’re in cash, you hold BIL only. - Why use levered tech ETFs: they amplify tech-market moves so you can capture bigger gains when momentum favors tech, but they also amplify losses if momentum turns down. This is a short-horizon, high-volatility approach.

Out-of-sample edge: ~58.6% annualized return vs ~18.1% SPY; Sharpe ~1.04 vs ~0.96; Calmar ~1.85; alpha ~0.17%; max drawdown ~31.7% vs ~18.8%. Higher upside from momentum-driven tech tilt; higher risk.