A daily, rule-based sector-rotation and cross-asset strategy that uses short-term oversold signals (RSI) and longer-term momentum to pick one instrument per sector (sector ETF or levered bull version), with a cross-asset overlay across QQQ/GLD/EEM and a dedicated bonds/gold module for diversification and leverage.

What it does, in plain language: - Every day it looks at many market groups (a bunch of sectors plus bonds and gold). - For each sector, it uses two clues to pick one instrument: a short-term indicator (RSI) on the sector’s broad ETF and a longer-term momentum test (200-day window). If the sector’s broad ETF looks oversold (RSI below about 30), it selects the best performer in that sector from the two options (the sector ETF and its levered bull version) based on 200-day momentum. If the short-term signal isn’t there, the sector may not be chosen or a different branch is used, but the goal is to own the strongest sector exposure that looks like it’s ready to rise. - Across all sectors, there’s a cross-asset overlay (comparing QQQ vs GLD, QQQ vs EEM, and other pairs) that nudges the global weighting toward the asset class that looks most attractive on momentum and relative strength. - A separate bonds/gold module decides how much to tilt toward long-duration or short-duration bonds and how much to hold gold, again guided by RSI and momentum signals. This creates a diversified but active allocation that shifts with market regime. - The portfolio typically uses cash-equal weighting within the sector rotator (roughly equal exposure to different sectors), while cross-asset overlays push the overall risk posture toward growth, safety, or hedging assets depending on what looks strongest. Leverage is used in several instruments (e.g., 2x or 3x exposures), which magnifies both upside and downside.

Out-of-sample, this sector-rotation strategy outperforms the S&P 500 on risk-adjusted metrics: OOS Sharpe ~3.40 vs ~2.37, Calmar ~16.15, and OOS annual return ~116% vs ~28%, with a controlled drawdown ~7% from a diversified cross-asset leveraged approach.