Daily, 45% buys the two most oversold managed‑futures ETFs (tilting to the calmer one). 55% rotates among managed‑futures or bond/defensive picks, keeping the two least‑volatile that show the strongest recent rise. Goal: smoother, diversifying returns.

Every day it builds two sleeves. 45%: from 5 managed‑futures ETFs (DBMF, CTA, KMLM, WTMF, FMF), it buys the two that look most “oversold” on 10‑ and 15‑day RSI (a short‑term score of recent ups/downs; low = recently fell), and gives more weight to the steadier one. 55%: in five pairs (each managed‑futures ETF vs a bond/defensive fund or 1x inverse Amazon, AMZD), it keeps the one with the higher RSI (rising more), then holds the two least‑volatile winners.

Low-beta, diversified strategy with strong out-of-sample risk-adjusted return: Sharpe 1.47, Calmar 1.84, max drawdown 3.6% vs S&P 18.8%. Smoother, lower-volatility exposure that complements core equities and guards against drawdowns.