A four-group, momentum-driven ETF plan that uses RSI signals to tilt between long index ETFs (SPY, QQQ, IWM, SOXX) and their inverse/bond proxies, with equal cash weighting within groups and bond-based risk-off triggers guiding shifts toward cash/bonds. It aims to cut risk in overbought or deteriorating markets while maintaining equity exposure when momentum stays constructive, all within a conservative rebalancing framework.

- The portfolio is built from four equity groups: SPY (S&P 500), QQQ (Nasdaq-100), IWM (Russell 2000), and SOXX (semiconductors). Each group uses a cash-equal allocation to its sub-possibilities. - Within each group, the strategy observes RSI momentum signals on the main ETF (e.g., SPY RSI14, QQQ RSI14, IWM RSI14, SOXX RSI14). If the RSI is very high (above 70), indicating short-term overbought strength, the model taps an inverse ETF for that group (SPY -> SH, QQQ -> PSQ, IWM -> RWM, SOXX -> SOXS) to hedge against a potential pullback. If the RSI is not above the threshold, it remains long the primary ETF (SPY, QQQ, IWM, SOXX). - There are parallel checks involving bond proxies (BIL, TLT, IEF, AGG). If bond momentum signals (via RSI on the bond-related ETFs) cross certain thresholds (for example BIL RSI > 50, TLT RSI < 40, IEF RSI < 40, AGG RSI > 50, etc.), the strategy tilts toward bonds or cash proxies, reducing equity exposure. These bond-trigger conditions serve as a macro risk-off signal alongside the equity RSI checks. - The model uses random but deterministic nesting of conditions, ensuring that at least one pathway determines the position for each group (long ETF, inverse ETF, or cash/bond proxy). - Allocation across the four groups is kept cash-equal, so each group contributes roughly the same amount of capital when signals permit. - Rebalancing is not daily; it allows a corridor-width tolerance of 0.15, reducing churn and the impact of daily RSI noise. - The overall goal is to reduce risk during overbought or risk-off regimes by using inverse/bond exposures, while preserving exposure to broad market exposure when signals are favorable. - Important: inverse and leveraged ETFs (SH, PSQ, RWM, SOXS) reset daily and can behave differently from long-term holds; this strategy assumes the use of these instruments in a tactical, rule-based fashion rather than for buy-and-hold.

Out-of-sample strength: Sharpe ~1.42 vs SPY ~1.37; annualized return ~27.7% vs ~21.8%; beta ~0.93; Calmar ~1.08. Momentum + bond/cash hedges seek higher risk-adjusted gains than the S&P 500 with disciplined drawdown management.