A daily-rebalanced, momentum-driven strategy that tilts between leveraged equity bets (like TQQQ/TECL/SSO) and safer assets (short Treasuries, bonds, gold) using RSI and price tests. It aims to ride upside exposure while limiting damage in downturns, targeting roughly 101% upside potential with about 28% potential drawdown.

- It starts with a cash-equal framework, then tests a set of assets for buy/sell signals each day. - Momentum checks use the Relative Strength Index (RSI): a momentum gauge that looks at gains vs losses over recent days. If an asset’s RSI is very high (overbought) or very low (oversold) on specified lookbacks (commonly 10 days for assets like TQQQ, SPY, QQQ), the strategy uses that as a signal to tilt toward or away from that asset. - Among a group of safe assets (short Treasuries, mid-Treasury, short-duration bond, and a gold proxy), the system picks the top one by momentum (RSI) rules and allocates to it. - For equity exposure, the approach uses a mix of levered ETFs (e.g., TQQQ for tech, TECL for technology, SSO for broad exposure) and occasionally inverse hedges (PSQ to short QQQ) based on the RSI/momentum and price tests. - Price tests compare current price to moving averages and recent performance. For example, SPY’s current price vs its 200-day average and its RSI over a 60-day window help decide if broad-market exposure should be increased or reduced. - The strategy includes a “top” filter that, within the safe-asset group, selects a single asset (or a small number) with the strongest momentum, then weights the chosen assets to maintain the risk target. - Rebalancing happens daily, so positions are adjusted to reflect the latest signals while keeping overall exposure within roughly the stated leverage target. - The overall aim is to capture upside when momentum is favorable while limiting drawdown through defensive assets and hedges, with a targeted risk/reward framework implied by the “101% RR/28.3% DD” label.

Out-of-sample annualized return ~58.8% with Calmar ~1.75, delivering higher upside potential than the S&P via RSI-driven tilts to levered equities and safe assets. Strong risk-adjusted gains, but expect larger drawdowns in downturns.