A two-path, RSI-driven tactical approach: if bond momentum (SCHZ) beats URTY, pick one underperforming bullish ETF from a list using a short 4-day MA filter (100% weight). If URTY leads, pick one underperforming inverse ETF from another list (90% weight). Always hold a cash cushion (about 20%), and rebalance only when signals/corridors trigger.

A simple, two-path system uses a momentum check to decide which camp to play: - Step 1: Measure momentum with RSI over 10 days for SCHZ (bond ETF) and URTY (levered small-cap). If SCHZ looks stronger than URTY (RSI SCHZ > RSI URTY), the model goes into the bullish camp. If not, it goes into the bearish camp. - Step 2: In the chosen camp, scan a predefined list of ETFs (either 10 bullish/levered ETFs or 6 inverse ETFs). For each ETF, estimate its short-term momentum: compute the average daily return over the last 4 days, using data from the prior 15 days. - Step 3: Pick the single ETF with the weakest short-term momentum (the lowest 4-day moving-average return) in that list. That chosen ETF is then the asset to hold. - Step 4: Allocate according to the branch: 100% of the branch’s weight to the chosen bullish ETF, or 90% to the chosen bearish ETF, with the rest kept as cash in the portfolio. A base 20% cash cushion sits at the top level. - Step 5: No fixed daily rebalancing. Rebalancing happens only if a signal or corridor dictates a change, with a corridor width of 0.1 indicating a tolerance for drift before a change might be considered. - What you own depends on the signal: either a single bullish, levered ETF or a single inverse ETF, chosen in a contrarian fashion, with a modest cash buffer for risk control.

Out-of-sample annualized return ~26.94% vs SPY ~25.77%, with a 20% cash cushion and a contrarian RSI two-path design that adapts to bull/bear regimes. Potential upside in volatile markets, but drawdowns and risk metrics can exceed SPY.