A daily-rebalanced, rule-based, multi-asset strategy that rotates among USD exposure, cash/bonds, semiconductors, commodities, volatility hedges, and anti-beta funds using RSI, moving averages, and drawdown signals to tilt exposures.

- The system runs daily and looks at several candidate asset groups (baskets) instead of just one market. - It starts with USD exposure: it picks one USD fund (UUP or USDU) that has the lower recent strength (relative-strength index over a 14-day window) and checks a trend condition (a moving-average crossover on the USD pair). If the USD setup looks favorable, that USD basket is included in the mix. - If the USD condition isn’t favorable, a separate cash-like/bond group is considered (BIL, SOXL, DBC) and chosen using a short volatility/standard-deviation screen, with weights adjusted to reflect its role. - A separate branch looks at the stock market’s near-term momentum: if the SPY’s 7-day RSI is above 76 (overbought), the system tilts toward volatility hedges (VIXY/UVXY) and may shift toward semis (SOXL or SMH) based on a max-drawdown screen. - If the SPY is very oversold (low RSI) or other signals align, the strategy may shift toward a different mix that includes SOXS (semiconductor bears) or SOXL (long semis) depending on bond-market conditions (SHY vs VTI). - There are also conditional checks to incorporate anti-beta or hedging exposure (BTAL) when risk is judged to be higher. - Weights are assigned to different branches (some blocks show weights like 40/100, 20/100, 80/100), meaning some days the strategy replicates a heavier tilt toward one basket, while other days it emphasizes another. - All decisions are meant to be re-evaluated and rebalanced daily, with lookbacks in ranges like 7 days, 14 days, 42 days, 100 days for the indicators. - The end result is a dynamic, diversified mix across USD exposure, cash, bonds, equities, semiconductors, commodities, volatility, and anti-beta strategies, adjusted every day based on the signals described above.

Out-of-sample: about 30.5% annualized return vs SPY's 22.3%, with smaller drawdown (17.4% vs 18.8%). Calmar ~1.75 signals strong risk-adjusted gains from diversified, rule-based rotations for steadier growth than the S&P 500.