Daily, SPY-driven, risk-on/off strategy using RSI momentum screens to select and weight equities, with Nasdaq leverage overlays and an oil/bond hedge for risk control.

- Daily rebalance to switch between risk-on and risk-off baskets based on SPY’s recent drawdown and its relation to a long-term average. - Risk-on: pick eight assets from a broad universe using the lowest 20-day RSI (momentum signal) and allocate evenly across them. - Risk-off: pick six assets from a separate pool using a slightly different RSI screen (shorter window) and allocate evenly. - Nasdaq overlays: optional layers that tilt exposure to Nasdaq via leveraged ETFs (e.g., TQQQ, SQQQ) when momentum/price signals align, with separate sub-strategies for “Buy the Dips Nasdaq” style play. - Long-term Nasdaq overlays: additional blocks (QLD/TQQQ themes) intended for longer-horizon Nasdaq exposure with their own momentum checks. - Oil/Bond hedge: a dedicated module that can add DBO (oil) and bond ETFs (SHY, BSV) to reduce risk during inflation/rate concerns or market stress. - Weights are generally equal within each selected group; the system uses SPY’s drawdown and moving-average signals as the gating condition for participation. - Goal: invest in a diversified, rule-driven basket when conditions are favorable, while hedging and diversifying risk during tougher times.

Outperforms the S&P 500 on risk-adjusted terms: oos annualized return ~60% vs SPY ~36%, Sharpe ~3.0 vs ~2.7, and Calmar ~6.3. Dynamic risk-on/off with Nasdaq overlays and oil/bond hedges aims to grow in rallies while limiting drawdowns.