Two-regime, RSI-driven, multi-asset tactical strategy: switch between Risk ON ( JEPI, HIBL, TMF, SVXY ) and Risk OFF ( JEPI, BTAL/UGL/SVXY, DBMF/TMV/VIXM ) based on a 10-day bond signal (BND vs TBX). Uses RSI to pick one asset per sub-pool, includes JEPI dividends, and applies a 5% rebalancing corridor to control turnover. Aims to boost returns while reducing drawdown via hedges and alternatives.

- The system starts with full capital allocated across the strategy’s asset mix (cash-equal base). - It observes a bond-market signal: compute the 10-day moving-average return for BND and for TBX. If BND’s MA is higher than TBX’s, the regime is deemed Risk ON; otherwise it’s Risk OFF. - In Risk ON, assets considered include JEPI, HIBL, TMF, and SVXY. Among these, the system uses a 12-day RSI momentum screen to pick the one asset with the lowest RSI (the “bottom” asset) from the Risk ON pool and assigns it a weight (the design shows sub-weights, but effectively you hold the selected asset as the single position for that sub-pool). - In Risk OFF, two sub-pools are evaluated: 1) A hedged equity/anti-beta group including BTAL, UGL, and SVXY; the lowest-RSI asset from this group is selected and given about half the risk budget (50% of the sub-pool). 2) A futures/volatility hedge group including DBMF, TMV, and VIXM; the lowest-RSI asset from this group is selected and given the remaining portion of the sub-pool (about 20% of the overall portfolio). - JEPI is carried in both regimes (as a stable income component). The design emphasizes hedging and diversification rather than pure equity exposure. - Rebalancing occurs only when exposures drift beyond a 5% corridor, helping to avoid frequent trading. - The intent is to improve drawdown performance by layering yield (JEPI) with hedges and trend-following alternatives (DBMF, TMF/TMV) and volatility hedges (SVXY, VIXM). - This description translates to a bundled, tactical strategy rather than a single ETF; implementing it requires a custom framework to compute moving averages, RSI ranks, and the regime-based selection logic on a daily or intraday basis.

Two-regime RSI-driven strategy with hedges and JEPI income. Out-of-sample: ~41.8% annualized return vs 23.1% for S&P, Calmar ~1.13. Note higher drawdown (~37% vs ~19%)—delivering stronger upside with hedged risk.