A daily, rule-based rotation between levered long semiconductors/bonds and levered bear tech/semis, guided by a short-term momentum signal (RSI) comparing Treasuries vs metals, with a 4-day MA ranking to pick the one asset to own (100% in long, 90% in bear) and a cash cushion. High risk; suited for short horizons.

- What it is: a daily-rebalanced strategy that picks a single levered ETF to own each day and keeps some cash exposure. It uses two signals to decide which side to pick. - Step 1 (Signal gauge): It compares short-term momentum between IEI (a bond ETF) and XSD (a metals/mining ETF) using a 5-day RSI. If RSI(IEI) is higher than RSI(XSD), the system goes to the long-tilt side; otherwise it goes to the bear-tilt side. - Step 2 (Long-tilt branch): On the long side, there are two candidate ETFs: SOXL (3x leveraged semiconductor bull) and TYD (3x leveraged long 7-10 year Treasuries). These two are ranked by their 4-day moving-average return over a 15-day window, and the one with the lower (worst) 4-day performance is chosen. That single ETF is then held with full weight (or effectively 100% of the allocated capital). - Step 3 (Bear-tilt branch): If the signal goes to the bear side, the two candidates are SOXS (3x semiconductor bear) and TECS (3x technology bear). The same ranking rule is used (bottom 1 by 4-day MA over 15 days) and the chosen bear ETF is held with 90% weight, with the remaining 10% kept as cash. - Step 4 (Weights and cash): The “wt-cash-equal” label and the 100/100 or 90/100 weights imply a cash buffer. The portfolio is not always fully invested; the bear-tilt branch leaves a 10% cash cushion. - Step 5 (Rebalance): This process runs daily, updating the signal and the chosen ETF, so positions can change every day. - Why it exists: The strategy attempts to exploit short-term momentum in different macro contexts by rotating between a risk-on levered long tilt (semiconductors/bonds) and a risk-off bear tilt (bear equities), with a bias toward the asset with weaker recent performance within each tilt, possibly as a contrarian short-term signal. Note that leveraged and inverse ETFs can be highly volatile and are intended for short horizons; this approach amplifies moves and can incur large drawdowns. - Tickers and what they represent: SOXL = Direxion Daily Semiconductor Bull 3x Shares (aims to triple daily returns of the semiconductor sector). TYD = Direxion Daily 7-10 Year Treasury Bull 3x Shares (triple daily exposure to long 7-10 year Treasuries). SOXS = Direxion Daily Semiconductor Bear 3x Shares (inverse/leveraged to semiconductor sector). TECS = Direxion Daily Technology Bear 3x Shares (inverse/leveraged to technology sector). IEI = iShares 3-7 Year Treasury Bond ETF. XSD = SPDR S&P Metals & Mining ETF. These are all high-volatility, leveraged instruments suitable for tactical, not buy-and-hold, strategies.

Out-of-sample edge: ~24.8% annualized vs SPY 23.1%. Tactical rotation between levered semis/bonds and bear tech with a cash cushion; seeks momentum-driven upside and diversification beyond the S&P, with higher volatility.