Rule-based RSI momentum strategy on a basket of ETFs that longs the strongest, shorts the weakest with a SPY 200-day filter, dip buys, USD/gold checks, and volatility hedges to boost returns and limit drawdown.

Plain-language description of the logic and flow: - Start with a universe of ETFs (e.g., SPY, QQQ, TQQQ, SOXL, TECL, UPRO, SQQQ, UVXY, SPXU, UUP, UGL, etc.). - At each decision point, compute a 10–13 day RSI ranking for each asset and identify the top (strongest momentum) and bottom (weakest momentum) assets. - Use SPY’s price relative to its 200-day moving average as a market health check. If SPY is above its 200-day average, the system leans into long ideas; if below, it leans toward hedges/shorts and risk-off assets. - Enter a paired long/short setup: typically buy the top-ranked asset (long) and/or short the bottom-ranked asset (short) based on the RSI signals and other gating rules. The exact pairings and weights are defined by nested rule blocks but generally aim to hold a single long and a single short at a time. - “Buy The Dips” is a mean-reversion flavor in bearish conditions: when the bearish leg is active, look for meaningful price dips to place long-biased bets (expecting a bounce). - When shorting, the system cross-checks USD and gold signals (e.g., UUP for bullish dollar, UGL for gold) to ensure macro conditions support a short exposure rather than a hedge-friendly regime. - VIXen anti-beta overlay (when enabled) adds volatility-hedging components using UVXY and SQQQ (and related instruments) to reduce drawdowns and sometimes capture gains when volatility spikes. - Rebalance frequency is frequent (often daily in the implementation) to keep momentum signals current and to adjust to new RSI rankings. - A variant exists that runs the same RSI/divination framework but excludes the VIXen hedges for a cleaner, less volatility-hedged exposure. In short: the strategy bets on momentum (via RSI) within a versatile ETF universe, uses a market-health gate (SPY 200d), adds dip-buying in down phases, and uses USD/gold and volatility hedges to manage risk and protect against big drawdowns.

Out-of-sample edge: RSI-based long/short momentum with macro checks and hedges. Potential ~72.6% annualized return vs the S&P 500 (~20.7%), with solid risk-adjusted metrics and proactive risk controls.