A daily, momentum-driven rotation that mostly holds a single long exposure from a small pool of tech, energy, and defensive ETFs, with cash or hedges used when momentum signals are extreme. It emphasizes risk control via RSI and a trend filter, then selects the best-performing option rather than diversifying across many assets.

Daily, rules-based rotation: - Check momentum on key ETFs using RSI (10-day window) for QQQ and SPY. If RSI > 80 on either, move to cash (equal-weighted) or apply hedges via UVXY context. - If not in overbought territory, evaluate potential long exposure from a small set of assets (TECL, TECS, TQQQ, SQQQ, PSQ, SCO, DBO, XLP) using RSI (often with a 20-day window) and a price-trend check (SPY price > SPY 200-day moving average). - Prefer a single best-performing asset (top by RSI/relative momentum) among the candidate pool, provided SPY is above its 200-day MA. If conditions fail, stay in cash or move to hedges. - The pipeline is nested: it may select levered tech if certain RSI thresholds on related instruments are satisfied; otherwise it may switch to sector/commodity plays or hedges. - Rebalance frequency is daily, meaning the decision is repeated every trading day and weights are reset accordingly. - The strategy’s risk controls (high-RSI triggers, trend check, reliance on a single winner) aim to limit drawdowns while preserving upside when market conditions improve.

Out-of-sample: ~61.6% annualized return vs 17.4% S&P, Sharpe ~1.04, Calmar >1. A daily rotation targeting a single top-momentum asset, using RSI/trend filters to seek upside while containing risk.