Daily 100% exposure to either SOXL (bull 3x semis) or SOXS (bear 3x semis) chosen by a cross-asset RSI rule on BIL vs BND (7-day windows). If RSI(BIL) < RSI(BND) pick SOXS; else pick SOXL. High-risk, levered, and rebalanced daily.

- Every day, decide between two extreme bets on semiconductors: SOXL (up 3x when semiconductors rise) or SOXS (down 3x when semiconductors rise). - The choice is based on a simple test of momentum in bonds: 1) Look at the 7-day RSI (a momentum score) for BIL (short-term Treasuries). 2) Look at the 7-day RSI for BND (broad bond market). 3) If RSI(BIL) is lower than RSI(BND), that signals the system to pick SOXS (the bear bet on semiconductors). 4) If RSI(BIL) is not lower (i.e., RSI(BIL) >= RSI(BND)), pick SOXL (the bull bet on semiconductors). - The chosen ETF gets 100% of the capital (no split between assets) and is re-evaluated every trading day. - Important caveats for a layperson: SOXL and SOXS are highly leveraged and designed for very short-term moves; daily rebalancing can cause big swings and potential losses in flat or choppy markets. This strategy does not use traditional trend-following on semiconductors themselves, but instead uses bond momentum as a proxy for risk attitude to drive the bet on semis. - In plain terms: If bonds look relatively stronger, you bet on rising semiconductors (SOXL). If not, you bet against semiconductors (SOXS). Every day you reset the bet to 100% in whichever direction the rule points to. - Overall suitability: This is a high-risk, short-horizon, directional strategy best suited for experienced traders who understand leveraged ETFs, daily compounding effects, and cross-asset momentum signals.

High-upside momentum strategy: 3x semiconductor bets chosen by a bond-RSI rule. Out-of-sample annualized return ~47.5% vs SPY ~20.8%, but with larger drawdowns and lower risk-adjusted Sharpe (~0.90). For experienced traders seeking amplified exposure.