A daily, RSI-driven, multi-asset strategy that blends trend-following, dip-buying mean reversion, and volatility hedging using SPY, QQQ-family, and hedges to boost returns and limit drawdowns.

A daily-rebalanced system that ranks a pool of ETFs/stocks by a momentum gauge (RSI) at several decision points. It uses SPY’s price relative to its 200-day average to gauge market regime (bullish vs bearish). In bullish regimes, it tends to buy the asset that shows the strongest momentum; in bearish regimes, it applies ‘buy the dips’ mean reversion to catch rebounds. Shorting is implemented with SQQQ (QQQ inverse) and is cross-checked against dollar strength (UUP) and gold (UGL) as risk-off signals. A volatility hedge layer (UVXY and related components) is included to dampen drawdowns in risk-off environments. The entire thing is designed to be rebalanced every day, with complex conditional logic that sorts, filters, and selects top/bottom assets across multiple branches, all in service of combining trend, mean-reversion, and hedging.

Out-of-sample, this RSI-driven, multi-asset strategy outperforms the S&P on risk-adjusted and raw returns: Sharpe 1.49 vs 1.30, Calmar 2.12, annualized return ~89% vs ~21%, plus hedges to dampen volatility.