A high-volatility NG trading strategy that uses RSI oversold cues across NG ETFs to go long, and RSI overbought cues on inverse NG to hedge/short. It also uses cross-asset momentum checks to confirm exposure size, with daily rebalancing to build a non-correlated, potentially high-return NG sleeve.

A rules-based system that looks for “overdone” moves in natural gas. When NG ETFs (like UNG or UNL) show oversold readings on several short timeframes, the model buys NG exposure (UNG, UNL, BOIL) with equal weight. If an inverse NG signal (via KOLD) shows overbought readings, it hedges or reduces NG exposure. A secondary module compares NG momentum to other assets (using moving-average performance) to decide how aggressively to allocate. Signals are re-evaluated daily and positions adjusted accordingly. In short: seek oversold NG signals to buy, use inverse/short signals to hedge, and confirm with cross-asset momentum before dialing the exposure up or down.

Out-of-sample NG sleeve uses RSI-driven longs, inverse hedges, and cross-asset momentum; daily rebalanced for a non-correlated return. Aims for alpha and diversification versus the S&P, with higher volatility and commodity-specific risk.