A momentum-rotating, RSI-guided strategy that toggles between levered equity bets and volatility/anti-beta hedges using a SPY trend filter, with dip-buying in weak markets and macro checks for hedging (dollar/gold) to curb drawdowns.

- Determine market regime using SPY; if SPY looks favorable, favor equity/momentum bets; if not, lean toward hedges and volatility plays. - Build a candidate pool of ETFs that include tech/semiconductors, broad market, bonds, and volatility instruments. - At each decision point, rate assets by a momentum measure (RSI) over short windows and pick the top or bottom asset(s) to include in the portfolio. - In the bullish path, allocate to growth and levered-long exposures (e.g., QQQ, TQQQ, UPRO, SOXL, TECL) with adjustments based on RSI signals; allow dips to be bought in a mean-reversion sense during bear-market legs. - In the bearish path, add hedges (e.g., SQQQ, UVXY) but filter potential hedges with macro signals (dollar strength via UUP and gold via UGL) to avoid over-hedging. - Apply an anti-beta overlay (VIXen) that uses volatility-related ETFs (UVXY, VIXY, SVXY) to reduce drawdown risk when volatility expectations rise. - Adjust weights within groups, with some blocks carrying heavier allocations (predominantly the main long/short rotation) and optional hedging blocks that can be toggled to taste. - Rebalance frequency is built into the rule set; there is no fixed calendar-only rebalancing—decisions are driven by the surface conditions and RSI ranking at each step.

RSI-driven momentum rotation toggling growth bets and hedges. In out-of-sample tests it targets higher risk-adjusted returns than the S&P 500: oos annualized ~69.6% vs 22.5%, Sharpe ~1.60 vs 1.41, Calmar ~2.24, with hedges to curb drawdowns.