Daily regime-switching momentum: compare RSI of IEF (bonds) vs IWM (small caps). If bonds lead, hold one of six 3x+ long ETFs by short-term momentum (100%). If small caps lead, hold one of five inverse/ bear ETFs by momentum (90%). Rebalance daily.

- RSI is a momentum measure that compares recent price gains to losses to gauge whether an asset has been moving up or down recently. The strategy compares RSI values for two broad areas: IEF (a bond fund) and IWM (a small-cap stock fund). If bonds have stronger short-term momentum than small caps (RSI(IEF) > RSI(IWM)), the system goes long. - Long side (when condition true): pick one asset from six high-momentum, leveraged or tech-focused ETFs (TECL, UPRO, TMF, EDC, SOXX, HIBL) using a 4-day momentum screen (how much they rose on average over the last 4 days). The one with the lowest 4-day momentum is selected and given full exposure (100%). - Short/bear side (when condition false): pick one asset from five inverse bears (PSQ, TMV, DRV, TYO, JDST) using the same 4-day momentum screen. The chosen asset gets 90% exposure (there’s a 10% cash buffer). - Rebalance daily, rotating into the currently selected asset. The aim is to ride short-term momentum in either a leveraged long basket (in favorable regime) or a leveraged bear basket (in unfavorable regime). Be aware that levered and inverse ETFs are magnified bets with daily resets, so performance can swing wildly and decay can occur over time.

Dynamic RSI-based momentum strategy that out-of-sample offers ~25.3% annualized return vs SPY ~19.5%, switching between leveraged longs and bear ETFs to capture uptrends and hedge downturns. Higher upside, but larger drawdowns.