Daily, single-asset momentum/mean-reversion rotation focused on utilities and defensive/energy names, chosen via RSI screening within regime filters based on ICLN and XLU moving-average signals; full capital allocated to one ticker, rebalanced daily.

Plain-language overview for a layman: - The strategy re-evaluates every trading day and puts all its money into a single stock (no diversification into multiple names on the same day). - It first checks a market regime condition using ICLN (an energy/clean-energy ETF). If ICLN is above its 50-day moving average (a mild uptrend signal), the strategy looks only at a small pool of traditional electric utilities: Duke Energy (DUK), Southern Company (SO), American Electric Power (AEP), Dominion Energy (D), Consolidated Edison (ED), and Exelon (EXC). - Among that utilities group, it ranks them by RSI over the last 14 days and picks the one with the lowest RSI. RSI is a momentum gauge: a lower RSI means the stock has been weaker recently and could bounce back. - If ICLN isn’t above its 50-day moving average, the strategy switches to a broader pool that includes several energy-related names (e.g., NEE, BE, XEL, AES, FSLR) plus a few high-profile plays (TSLA, ENPH, SEDG, FLNC, CCJ, VST, etc.). Again it picks the one with the lowest RSI (14-day) in that pool and buys that single stock. - There’s a secondary regime check using XLU (Utilities Select Sector SPDR). If XLU is above its 20-day moving average, the strategy uses the utilities pool for selection; if not, it uses a defensive/bond-oriented pool (BSV, TLT, LQD, VBF, XLP, UGE, XLU, XLV, SPAB, ANGL) and again selects the lowest-RSI candidate (this time with RSI window 10). - The chosen ticker is bought with 100% of the capital, and the position is rebalanced daily based on the latest signals. - In short: two regime gates decide which pool to consider, RSI-based ranking selects the “weakest” asset in that pool, and you end up with a single, momentum-tilted utilities/defensive exposure every trading day.

Out-of-sample results show stronger risk-adjusted returns and smaller drawdowns vs the S&P 500, driven by regime filters, RSI-based single-name selection, and daily rebalancing into utilities/defensive names.