A See-Saw strategy between SOXL and SOXS (and occasional hedges with UVXY, plus cash with BIL) that uses RSI momentum signals and short-term performance rankings to tilt exposure. It rebalances only when rules trigger, aiming to capture semiconductor momentum while limiting risk through hedges and cash exposure.

- The strategy trades SOXL (long semiconductors) and SOXS (inverse/short semiconductors) in a See-Saw fashion. - It uses RSI (a momentum gauge) on select assets to decide when conditions are favorable to tilt the position toward one asset or the other. RSI values above certain thresholds (e.g., 62.5, 66) indicate a momentum extreme that triggers a rule. - When a trigger fires, the algorithm ranks a small candidate set by recent performance (cumulative return over a short window) and selects the top or bottom candidate (e.g., bottom 1 by cumulative return) to hold next. Assets considered in these comparisons include SOXL, SOXS, and UVXY (volatility proxy as a hedge). - UVXY is used as a volatility hedge in some branches, and BIL (short-term Treasuries ETF) is used as a cash proxy when conditions aren’t favorable. - The corridor width (0.1) and “rebalance: none” indicate only small, rule-driven shifts happen, not routine calendar rebalances. - The overall aim is to ride momentum in semiconductors while avoiding over-concentration and providing a hedge when volatility or caution is warranted.

See-Saw semis strategy offers stronger risk-adjusted returns than the S&P 500. Out-of-sample Sharpe ~1.43 vs 1.05, Calmar ~4.54, plus upside potential and hedges (UVXY) / cash (BIL) to limit drawdowns.