A daily, cash-first momentum-rotation strategy that uses RSI and moving-average signals across a broad ETF universe to select a single asset (often including leveraged ETFs) when momentum is strong, while defaulting to cash (BIL) when signals aren’t compelling. It’s organized by market regimes and includes risk checks to avoid big drawdowns, all in a K-1 friendly, daily-rebalanced framework.

- Every day, the system starts with a cash-like baseline (BIL) and looks for momentum signals on a basket of assets. - It tests momentum signals using a short-term RSI (relative strength index) over a 10-day window on several assets (for example, QQQE, VTV, VOX, XLP, etc.). If an asset shows very strong momentum (RSI above a high threshold like 79), that asset becomes a candidate for rotation out of cash. - The logic is organized into market-regime blocks (Bullish Market Conditions, 1st Block, 2nd Block, 3rd Block, 4th Block, etc.). Each block has its own momentum and trend checks (such as cumulative return over short windows, moving-average comparisons, and price versus a moving average). If a block’s conditions are met, the strategy selects a specific asset (often a leveraged or non-leveraged ETF) to own, with the rest staying in cash. - Many tests also look at risk controls, such as recent drawdowns, to avoid assets that look overextended or have recently declined sharply. - If none of the signals fire, the default stay-in-cash rule keeps exposure to BIL. - The design emphasizes “pops” (short-lived momentum bursts) and uses a cascade of checks to prefer assets with strong momentum and favorable risk profiles while maintaining a cash cushion. - This is built to be K-1 friendly by using BIL as the base and avoiding more complex tax constructs.

Out-of-sample edge: ~28.8% annualized return vs SPY’s ~22.6%, with positive alpha, from a daily, cash-first momentum-rotation strategy using regime-based risk checks and a BIL baseline for disciplined growth.