A daily, RSI-driven, single-asset rotation strategy among leveraged and inverse ETFs. If RSI(bond proxy) > RSI(risk-on proxy), it buys the best-momentum long ETF; otherwise it sells short the best-momentum short ETF. It ranks candidates by short-term moving-average return, then allocates 100% to one instrument for that day. Multiple backtest variants exist to test different RSI windows and asset pools.

- Every trading day, the system compares two RSI-like indicators (one applied to a bond/treasury ETF and one to a risk-on/high-beta proxy). If the left RSI is greater than the right RSI, the algorithm looks for a long candidate; otherwise it looks for a short candidate. - The candidate pool for the long side includes leveraged and thematic ETFs such as TECL (tech bulls), UPRO (S&P 500 bull), TARK (2x Innovation), TMF (long-term treasury bull), YINN (China bull 3x), EDC (MSCI EM bull 3x), SOXX (semiconductors), LABU (biotech bull 3x), HIBL (high beta bull 3x). The short pool includes bearish or inverse/quasi-bear ETFs like SARK (short innovation), PSQ (short QQQ), TMV (treasury bear 3x), DRV (real estate bear 3x), TYO (7-10 year bear), JDST (junior gold miners bear 2x), etc. - Within the chosen pool, assets are ranked by their moving-average return over a short window (e.g., 4 days). A single asset is selected (the group typically uses a “bottom” or “top” selector with select-n = 1 or 2 depending on the variant). - The selected asset is then bought (long) or sold short (short) with full allocation (often 100% of capital) for that day. - The process rebalances every trading day, effectively rotating into a new instrument daily based on the latest signal. - There are many backtest variants (1-year, 3-year, etc.) and different RSI window settings (7-day, 10-day, 15-day) as well as different base assets used for the RSI comparison (IEI, SPHB, SCHZ, QQQ, SPY, etc.). - The system also contains “Cash Equal” or fixed-weight wrappers to ensure full exposure is allocated. - Important caveats: leveraged ETFs multiply both gains and losses, daily rebalancing can lead tohigh turnover and compounding effects; past performance in backtests does not guarantee future results; results depend heavily on the exact selection logic (top vs bottom, window length, and which pools are used).

Out-of-sample annualized return 34.93% vs SPY 22.60%; dynamic daily rotation into top momentum ETFs aims to amplify upside with risk-managed signals—though drawdowns can be larger.