A daily momentum-driven strategy that toggles between aggressive tech/AI bets and hedges (volatility and inverse gold) based on RSI comparisons between XLK and KMLM, with nested RSI triggers to pick UVIX, TECL/SOXL, AI/quantum stocks, or bear bets (SOXS/TECS) and DULL. High risk; equity-only.

Each day the strategy looks at momentum signals from several market pieces. It first compares RSI (a momentum gauge that shows how stretched prices are) for XLK (tech) against RSI for KMLM. If XLK looks stronger, it goes into the tech-rush side: it may place all cash into UVIX if certain RSI readings for QQQ or SPY are very high (overbought), or it may instead use two ultra-bull tech bets (TECL and SOXL) if QQQ RSI is not wildly high but QQQ RSI is low (oversold). There’s also a “Pushing Quantum” cluster (RGTI, QBTS, IONQ) and a group of AI/tech names, reflecting enthusiasm for AI and quantum computing. If XLK is not stronger than KMLM, the strategy shifts to a defensive/short-tech posture: short tech exposure (SOXS and TECS) and a gold-inverse vehicle (DULL). The approach is daily-rebalanced and uses several RSI thresholds to switch among assets, with the aim of capturing tech momentum in favorable regimes while hedge-losing scenarios with volatility and gold-related instruments. Note: many instruments are leveraged or inverse and carry high risk; KMLM is a lesser-known ETF used as a benchmark in the model.

Tech-momentum strategy using levered bets and hedges seeks gains in favorable tech regimes while diversifying from the S&P. Hedging aims to dampen drawdowns. Note: out-of-sample results show heavy losses and high risk; for risk-tolerant investors only.