A daily-tactical, single-asset rotation using momentum and RSI-based rules to pick one leveraged or defensive ETF to own at 100%. It shifts between bullish momentum bets (tech/semis) and volatility/defense, with risk-off states steering toward bonds, gold, or cash-equivalents. It's fast, complex, and high-risk due to leverage and frequent rebalancing.

- Every day, the system runs a set of rules to decide which single asset to buy. RSI and moving averages are used to judge whether a stock/ETF is in an uptrend, downtrend, overbought, or oversold. RSI is explained as a 0-100 score where high values mean the asset is potentially overbought and low values mean it’s oversold. The system looks for assets with strong momentum (recent returns) and favorable trend signals, then ranks them. It also compares an asset’s behavior to the overall market (SPY) and to bonds or other defenses (TLT, TMV, SHY, BIL, etc.).- It uses a top/bottom ranking: for some blocks it selects the single asset with the best momentum/RSI reading (top) or the worst (bottom) to bet against, depending on market state.- It has blocks labeled Overbought S&P and Extremely Oversold S&P. In Overbought moments, it tends to buy volatility-related or bear-like leveraged products (UVXY, VIXY) or short-term bearish momentum in equity proxies. In Oversold moments, it prefers ultra-bullish or defensive/bullish-trend assets (e.g., SOXL, TECL, SOXS, SQQQ, etc.) but the logic is designed to avoid churning and to wait for confirmation from momentum or moving-average signals.- The “Defense” blocks switch to lower-risk assets such as short- and intermediate-term Treasuries (SHY, TMF), gold (GLD), or broad bond funds (AGG, BIL) when volatility is high or when the strategy senses risk-off conditions.- The “cash-equal” wrapper means the system keeps a flat 100% allocation to the chosen instrument (no multi-asset split) under normal operation; cash serves as the anchor and the selected asset takes full exposure.- Rebalance is daily, so positions are recreated every day based on the latest signals.- The model is heavy on instructions and conditionals (if/then) and includes many checks for trend vs long-term averages (e.g., 210-day vs 360-day moving averages) and price-EMA relationships to avoid mistiming entries. - It uses many popular leveraged ETFs (e.g., TECL, TQQQ, SOXL, UPRO, QLD) and bear/short ETFs (SOXS, SQQQ, UVXY) to express strong directional bets or hedges. The overall aim is aggressive, short-term market-timing with a single-asset allocation each day, relying on a blend of momentum, trend, RSI, and relative performance signals. Important caveat: leveraging and daily rebalancing can erase long-run gains due to compounding and decay; this is a high-risk, high-volatility approach intended for experienced traders.

Out-of-sample, this strategy targets ~55.7% annualized return vs SPY's ~20.8%, with Calmar ~1.14. It uses daily momentum and risk-off rules with 100% asset focus—delivering strong upside in trends, but higher drawdowns (~49%) and beta ~1.85.