A daily, rule-driven tactical mix of cash, broad market, tech, defensives, bonds, hedge, and oil ETFs that uses RSI momentum and a 200-day trend check to tilt between cash, equities, hedges, and diversifiers.

- The strategy is built as a decision tree that runs every day. It constantly checks momentum signals (RSI) for a set of ETFs: BIL (cash proxy), SPY (broad market), QQQ (tech-heavy), XLK (tech sector), XLP (defensive sector), IEF (bonds), PSQ (inverse QQQ hedge), and DBO (oil commodity). - RSI is calculated with a 10-day window for momentum. An RSI around 80+ signals very strong recent gains (potential overbought risk), while RSI around 30-31 signals weaker momentum (potential dip or rebound depending on other signals). - A 200-day moving average check is used to gauge broader trend. If the current price is above the 200-day average, the asset is considered in an uptrend; if below, it’s treated as not in a clear uptrend. - The rules lean toward keeping a cash-like position or hedging when momentum looks extreme or danger signs appear, and tilt toward equities or sector/diversified bets when momentum and trend signals align. - The final portfolio is rebalanced daily, with weights guided by the rule tree (and often by “weight cash equally” as a fallback to maintain liquidity). - Diversification logic in the tree allows some exposure to oil (DBO) or a defensive sleeve (XLP) when conditions support it, and to hedge via PSQ when risk-off signals dominate. - This is not a long-only buy-and-hold approach; it’s a tactical, signals-driven mix intended to adapt to changing market conditions while maintaining liquidity and reducing drawdown potential. What you should know as a layperson: - You don’t need to understand every branch of the decision tree to grasp the gist: the system uses momentum and trend checks to decide when to stay mostly in cash, when to own broad stock exposure, when to lean into defensive sectors, and when to hedge or diversify with other assets. - The tickers (BIL, SPY, QQQ, XLK, XLP, IEF, PSQ, DBO) are just different ways to express cash, broad markets, technology, defensives, bonds, hedges, and oil in a single, rule-based portfolio. Each one serves a distinct role in risk management and diversification. - No single indicator guarantees success; this is a structured approach that aims to balance risk and reward by following predefined momentum and trend signals, with daily adjustments.

Stronger risk-adjusted growth than the S&P 500: in out-of-sample tests, this daily tactical strategy aims for ~28% annualized returns vs SPY ~17%, with ~16% max drawdown vs ~19%, thanks to momentum, trend checks, hedging, and cash-like risk management.