A daily-rebalanced, rule-based energy/oil strategy that uses momentum and RSI filters to pick top oil-related assets and energy stocks, while employing hedges (bonds, gold, dollar) and occasional levered oil plays. It splits capital evenly within groups, ranks assets by momentum over several windows, and shifts to hedges when signals turn negative.

- The strategy runs daily and splits money into themed groups (Oil group and energy/equities group). - Within each group, money is split evenly across the selected assets (cash-equal weighting). - Each asset is scored for momentum using price history (moving averages). Assets are ranked by their momentum and the top few are chosen. - Selection uses a combination of moving-average momentum (how price has trended) and a filter like RSI (to avoid assets that are overbought or show weak momentum). - For the Oil group, you may see exposure to oil ETFs/ETNs (DBO, OILK, UCO) plus related commodities and hedges (GLD for gold, UUP for dollar, SHV/IEF/TLT for bonds) depending on signals. - For energy equities, the strategy looks at a basket of major oil/gas stocks (examples: XOM, XLE, CVX, COP, VLO, CVE, MPC, ENPH, DINO) and selects top performers by momentum to hold. - There are risk-control paths: if momentum looks weak, the engine can shift into hedges (short-term bonds, gold, or energy bear ETFs like ERY) or into cash-like positions. - The variants (e.g., “V2 | 3x Big Oil”) tilt toward levered oil exposure (e.g., ERY or OILK) and include more aggressive hedging, but they still follow the same core logic of ranking, selection, and risk management on a daily rebalance basis. - Asset class is listed as EQUITIES, but the design includes bond and commodity ETFs as hedges or satellites to dampen risk and diversify the risk posture.

Diversified energy-momentum strategy with hedges (bonds, gold, dollar) to complement the S&P by capturing oil-cycle alpha and damping risk. Caution: OOS results are negative; best used as a portfolio diversifier, not a stand-alone core equity bet.