A momentum-based, tactical tilting strategy across SPY, QQQ, IWM, and SOXX that uses RSI to switch among the base ETF, a 3x leveraged bull ETF, or an inverse ETF, with a bond-based risk-off overlay and equal weighting when multiple signals fire.

- The strategy monitors four popular ETF groups: SPY (S&P 500), QQQ (Nasdaq-100), IWM (Russell 2000), and SOXX (semiconductors). - For each group, it evaluates a 14-day RSI to gauge short-term momentum. If RSI > 70, the plan is to use an inverse ETF for that group (SH for SPY, PSQ for QQQ, RWM for IWM, SOXS for SOXX) to benefit if the market tops and starts to roll over. - If RSI is not >70, it then checks whether RSI is sufficiently low (e.g., < 30 or < 35 depending on the group). If so, it tilts into the 3x leveraged bull version (SPXL for SPY, TQQQ for QQQ, TNA for IWM, SOXL for SOXX) to capture a potential sharp rebound. If neither extreme is hit, it stays with the plain ETF (SPY, QQQ, IWM, SOXX). - There is a bond overlay: the strategy also looks at bond-related ETFs (BIL, IEF, AGG). Depending on RSI signals on bonds (and related conditions), it can shift toward bonds instead of stocks, acting as a risk-off hedge. - Weights are equal across active positions when more than one signal is in play (wt-cash-equal), and there is no automatic full rebalancing cadence (rebalance is set to none). - The overall intent is tactical rather than buy-and-hold: you tilt toward strong momentum but hedge or switch to bonds when risk indicators suggest it; use leveraged bets only when a sharp move is anticipated, and keep risk in check by not over-concentrating any single position.

Out-of-sample upside exceeds the S&P 500: ~28.7% annualized return vs ~22%, with Calmar ~0.93 and Sharpe ~1.29. Momentum tilts plus a bond risk-off overlay seek higher upside with disciplined risk—though drawdowns can be larger in stress.