A rule-based, backtested ETF-rotation system that uses RSI and moving-average signals to pick one asset to own (often QLD/ROM for tech exposure or TLT/SHY for safety) and holds cash otherwise. It uses a layered decision tree, not a fixed calendar, to adapt to momentum and trend conditions.

- The system operates as a hierarchical decision tree that aims to pick one ETF to own at a time. It starts with a cash-equal framework that decides whether to tilt toward an asset or hold cash. - It repeatedly checks momentum signals, chiefly RSI (short-term momentum) on major market proxies (QQQ, SPY) and on select ETFs (QLD, ROM, SHY, etc.). When certain momentum thresholds are met (for example, RSI > 80 on QQQ or SPY), the model tends to move into safer bonds like TLT rather than riskier, levered tech assets. - If the high-momentum triggers aren’t met, the model uses ranking rules to pick among a set of assets. It may sort by RSI to find the weakest or by moving-average return to find the strongest, then selects the top candidate (or the bottom, depending on the branch) to own. - The asset universe includes levered tech ETFs (QLD, ROM), standard proxies (QQQ, SPY), short or intermediate bond alternatives (SHY, SHV, IEF, BIL), and even some sector/commodity proxies (XLP, DBO, UUP). Some branches also reference inverse equivalents (QID) or dollar/commodity-related assets as hedges or supplements. - Rebalancing is not on a fixed schedule; the strategy tends to reallocate only when a rule fires, and it tends to assign a full position to the chosen asset (weight around 100%). When no rule provides a clear signal, the system keeps cash. This creates periods of cash-like safety and periods of full exposure to a single ETF. - In short, the approach is a momentum/relative-strength based single-asset rotation with a cash buffer, driven by a dense set of nested rules designed to prefer safer assets during overextended market conditions and aggressively exposed, leveraged tech ETFs when momentum confirms a favorable trend.

Out-of-sample, this strategy targets higher risk-adjusted returns than the S&P 500: ~50.6% annualized vs 20.6%, Sharpe ~1.28 vs 1.22, Calmar ~1.97. Momentum-driven rotations with a cash buffer aim to capture upside and protect capital.