A daily, rule-based portfolio that uses RSI to flag bullish markets and then assembles a mixed bag of cash, stocks, and crypto proxies (and crypto miners). It selects the top crypto proxies by short-term momentum and the top miners by longer momentum, rebalancing each day to mirror SPY with crypto-cycle exposure.

- Detect bullish markets by checking RSI on a broad market proxy (VTI) with a 10-day window; if RSI > 75, enter bullish mode. - In bullish mode, assemble a basket starting with a cash-like safety layer (BIL) and broad equity exposure (SPY), plus hedges (TMV, SVXY). - Refine crypto exposure by selecting top crypto proxies (GBTC, CONL, MSTR) based on very short-term performance screens (top by cumulative return over a 2-day window). - Simultaneously identify top bitcoin-miner exposure (HUT, WGMI, RIOT) by a slightly longer momentum screen (top by moving-average return over 20 days). - Rebalance daily, keeping SPY as a core equity anchor while layering crypto proxies and mining stocks when bullish momentum supports it. - The overall aim is to mimic or analyze how Bitcoin-like exposure moves together with SPY during bull markets, while using a mix of cash, hedges, and crypto proxies to shape the exposure.

Capture crypto-cycle exposure with RSI-timed diversification across cash, SPY, crypto proxies, and miners. Out-of-sample annualized return ~28% vs SPY ~18%, Sharpe ~0.99, Calmar ~1.08—strong upside with hedges, though drawdowns can be ~26%.