A quarterly, RSI-filtered tactical strategy that toggles between a leveraged equity tilt (risk-on) and defensive hedges (risk-off) using BND vs BIL and TLT vs BIL signals. It selects a small number of assets via RSI within predefined pools and weights them to form a four-asset or three-asset lineup (with some cash), aiming to ride momentum in good times and hedge in bad times.

At each quarter start: - Measure 60-day returns: BND (broad bond ETF) vs BIL (short-term cash ETF). If BND > BIL, treat as ‘Risk On’ and pick 4 assets from a risk-on pool (SOXL, TECL, TQQQ, UPRO, FAS, TMF) using RSI (last 10 days) to rank them and keep the 4 with the lowest RSI, equally weighted. If BND ≤ BIL, treat as ‘Risk Off’ and check 20-day momentum of TLT vs BIL. If TLT < BIL (rising rates environment), select 3 assets from a rising-rate risk-off pool (TLT, XLP, XLE, SDS, QID, VIXY, BTAL) by RSI, 60% allocated across them (rest as cash). If TLT ≥ BIL (falling rates environment), select 4 assets from a falling-rate risk-off pool (XLP, XLV, SHY, TMF, GLD) by RSI, 80% allocated across them (20% cash). Rebalance every quarter. Notes: - RSI is a momentum gauge; lower RSI values imply relatively weaker short-term momentum and are used to pick assets in these pools. The specific pools mix leveraged stock/sector ETFs (risk-on) with hedges and defensive assets (risk-off). - The strategy uses several 3x leveraged ETFs (e.g., SOXL, TECL, TQQQ, UPRO, FAS) which amplify moves and risk; suitability depends on risk tolerance and transaction costs. - TBT and VIXY provide hedges against rate and volatility spikes; GLD (gold) often serves as a hedge in falling-rate environments. - The exact weighting (e.g., 60/100 or 80/100) implies some cash or cushion portion depending on the sub-strategy, and may affect drawdowns and total return.

RSI-driven, quarterly risk-on/risk-off strategy that leverages momentum in up markets and hedges during downturns. Out-of-sample: ~34.9% annualized return vs ~22.3% for the S&P, but with larger drawdowns (~53%) and lower risk-adjusted efficiency.