Daily tactical allocation between levered gold miners (GDXU/GDXD) and near-cash (BIL), driven by short-term momentum (RSI) and longer-term return comparisons against benchmarks (QQQ, TLT). Aims to ride momentum in gold miners but shift to safety when signals indicate risk or underperformance.

What the strategy does, in plain English: - It uses two gold-miner proxies: GDXU (goes up a lot if gold miners rise) and GDXD (goes up when gold miners fall). Both are highly leveraged and move a lot. - It also uses a very short-term Treasury ETF (BIL) as a near-cash anchor to avoid big swings. - Every day, it looks at momentum signals coming from how fast and how much prices have moved recently. A key signal checks how hot the long gold-miner proxy has been behaving in the last 10 days. If that momentum is very strong (an RSI reading above 79), the model dives into deeper checks to decide which asset to hold. - It compares longer-term performance (about 70–75 days) of the gold-miner proxy against a broad tech benchmark (QQQ). If the gold miners haven’t kept up with the benchmark, or if other signals suggest risk is high, the model prefers safety and may shift exposure toward BIL. - There are additional branches that look at whether the momentum is weak (RSI below 30) and whether the longer-term trend of the gold miners is weaker than certain benchmarks; if so, the system tilts to cash-like exposure (BIL). - The end result is a single daily decision: either tilt toward the leveraged gold-miner exposure (GDXU or GDXD as appropriate) or tilt toward near-cash (BIL). Sometimes, the model ends up with a full tilt to BIL (100%); other times it signals exposure to the gold-miner proxies. - The strategy is named Wash The Gold Digger and is categorized as an equity strategy with daily rebalancing. Important risk notes: levered ETFs can magnify both gains and losses, past signals don’t guarantee future results, and daily rebalancing can erode returns over time in volatile markets due to compounding and costs.

Out-of-sample Sharpe ~15 with near-zero beta to the S&P. A daily, momentum-driven tilt between leveraged gold miners and near-cash aims for superior risk-adjusted returns and built-in downside protection versus plain equity exposure.