Two-mode, RSI-activated momentum system that selects a single levered ETF (long or short) every 15 days from a pool of candidates, based on a relative-strength signal between IEF and IWM and a 4-day momentum ranking.

- The model runs on 15-day cycles. On each cycle, it checks a signal: RSI(I E F, 11d) vs RSI(IWM, 16d). If RSI(IEF,11d) > RSI(IWM,16d), the system treats the environment as favorable to long/leveraged bets; otherwise it favors short/bearable bets. - There are two main decision blocks (two “Wooden ARKK Machine” modules) that each have a long-universe and a short-universe sub-block. Each block has a list of candidate ETFs (long-levered: TECL, URTY, TMF, YINN, EDC, LABU, HIBL, TARK, SOXX; short/bear: PSQ, SARK, TMV, DRV, TYO, JDST, LABD, SH, plus similar long list in the other branch). - Within each sub-block, the ETFs are ranked by recent momentum using a 4-day moving-average return. The rule selects the bottom-ranked option (i.e., the one at the tail of that momentum ranking) and assigns it a full 100% weight within that sub-block for the next holding period. - The top-level weights allocate capital across the two blocks (e.g., 80% to one block and 20% to the other, with similar structure in the second module). The exact numbers in the description show two modules with different weights, but the intent is to allocate capital across a bullish-path and a bearish-path depending on the RSI signal, then rebalance every 15 days. - In short: the model uses a simple RSI-based regime switch to decide between long-levered bets and short-levered bets, then uses a momentum screen to pick a single instrument within the chosen universe and hold it for 15 days.

Out-of-sample edge: ~25.7% annualized return vs S&P ~24.4%, with a disciplined RSI-driven long/short momentum system using levered ETFs. Two-engine design offers diversification across regimes; note the risk of large drawdowns (~64%).