A rules-based, RSI-driven rotation between stock ETFs (SPY, QQQ, SOXX) and bond ETFs (BIL, SHY/IEI/IEF/TLT) with cash buffers. If stock momentum beats bond momentum, the model tilts to equities; otherwise it tilts to mid/long Treasuries (IEF or TLT) or keeps cash. No automatic periodic rebalancing; decisions come from a layered, stepwise decision tree.

A rule-based system uses a short-term momentum gauge called RSI (think of it as a heartbeat check of recent performance) over 7 days for several ETFs. It starts by asking: is broad stock momentum (SPY) stronger than a cash-like bond proxy (BIL)? If yes, it moves to the next level (checking QQQ and then SOXX against other bond proxies). If at any point the momentum condition isn’t met, it pulls back toward cash or toward bonds instead. The final layer chooses between mid/long bonds (IEF) or very long bonds (TLT) based on which bond ETF shows stronger momentum. In short: if stocks are trending stronger than cash/bonds, you tilt to stocks; if bonds look stronger, you tilt to bonds (with the deepest tier deciding between IEF and TLT). There is no automatic rebalancing; decisions are made by the rule tree, and small cash allocations may be used to guard against uncertainty (the “wt-cash-equal” steps).

Out-of-sample edge: RSI-driven rotation between stocks and Treasuries with cash buffers targets higher upside. OOS annualized return ≈28.1% vs SPY ≈22.3%, offering stronger growth in regime shifts with built-in risk controls.