A daily tactical, momentum-driven strategy that rotates among a set of ETFs (stocks, bonds, oil, dollar, and leveraged/inverse tech) using RSI momentum and a simple trend filter to decide which single asset to hold (or cash) each day.

Daily, the system checks short-term momentum signals (RSI over 10- or 20-day windows) on references like QQQ, SPY, and others. If tech momentum is extremely strong (RSI > 80 on QQQ), it shifts to bonds (TLT). If tech momentum is very weak (RSI < 30 on ROM or related checks), it may tilt into leveraged tech (ROM, QLD) or keep risk-lite assets. A separate trend filter asks whether SPY is above its 200-day average; if yes, equity-tilted or tech-tilted positions may be favored; if not, defensive assets are preferred. In some branches, the algorithm chooses the single asset to hold (or a cash-like state) based on the highest momentum signal among a small set, and in other branches uses inverse/leveraged tech assets to hedge or amplify exposure. The idea is to capture upside moves in favorable regimes while quickly reducing exposure or shifting to defensive assets when momentum deteriorates. The backtest appears to be built as a nested ladder of conditions, culminating in 100% allocation to a chosen instrument each day, with a fallback toward cash when signals are inconclusive.

Out-of-sample, this daily momentum strategy beats the S&P on risk-adjusted returns: OOS Sharpe ~1.65 vs SPY ~1.37, OOS annualized return ~73.7% vs ~23%, Calmar ~3.0. Accept higher drawdown (~24.8% vs ~18.8%), but far bigger upside when trends run.