A rules-based, multi-asset rotation that uses RSI and price-trend signals to tilt between tech-levered bets, hedges, bonds, and cash, aiming to ride tech strength when momentum is favorable and shift to hedges/safer assets when risk rises.

How it works in plain language: The system starts with cash as the default. It then runs a series of momentum/trend checks on different ETFs. One key check looks at whether tech exposure is oversold or overbought using RSI (a score that roughly indicates buying or selling pressure). If certain tech signals look oversold (RSI below a threshold), it may tilt into a tech-levered ETF (ROM) and a short-term bond ETF (SHV) to catch a rebound while staying somewhat balanced. If tech or market momentum looks strong, it may favor tech upside (e.g., QQQ family, including levered positions like TQQQ) while hedges or safer assets are reduced. In other branches, the system watches for overbought conditions (RSI very high) on broad-market or Nasdaq exposures and then shifts toward hedges (VIX-related funds like VIXY, or long-duration Treasury hedges like TMF), or toward lower-volatility or anti-beta assets (BTAL, SPLV, PSQ) and even short QQQ (SQQQ) when warranted. A long-term trend filter is used by comparing current prices to a 200-day benchmark (implemented here via SPY as the reference). If the market appears weak relative to that long-term trend, the model leans more toward safer or hedging positions; if it looks strong, it tilts toward risk-on tech bets. The mix includes a range of assets: ROM (levered tech), SHV (short-term Treasuries), QQQ (broad tech), SQQQ (inverse Nasdaq), VIXY (volatility), TMF (long Treasuries 3x), BTAL (anti-beta hedge), SPLV (low volatility), PSQ (short QQQ), and occasionally other hedges. The result is a rules-based, somewhat conservative-to-aggressive rotation tied to momentum and trend signals rather than a fixed, static allocation. Note: this explanation omits the exact nested logical syntax but captures the intent and typical regime behavior.

Out-of-sample data show stronger downside protection (12.6% max DD vs 18.8% for SPY) and solid risk-adjusted gains (Calmar 1.22). It captures tech upside in good markets while hedging risk, offering steadier growth than the S&P 500.