RSI-driven, daily-rebalanced, two-universe strategy. If Treasuries look stronger (IEI > SPHB), buy one underperforming inverse/defensive ETF; else buy one underperforming leveraged/growth ETF. 95%/5% split between the two RSI paths.

Step 1: Compute RSI7 for IEI (Treasuries) and SPHB (high-beta stocks). Step 2: If IEI RSI > SPHB RSI, use the inverse/defensive universe; else use the leveraged growth universe. Step 3: From the chosen universe, rank the candidate ETFs by their moving-average-return over the last 4 days (within a 15-day lookback) and pick the bottom one. Step 4: Allocate 100% to that single asset. Step 5: Repeat daily. Step 6: Combine two sub-strategies with a 95%/5% split between the two RSI branches, effectively giving a small exposure to the alternate universe. The asset lists include: - Defensive/Inverse set (IEI-branch): SARK, PSQ, TM, DRV, TYO, JDST (and related) when applicable - Growth/Leveraged set (SPHB-branch): TARK, TECL, UPRO, TMF, YINN, EDC, SOXX, HIBL, LABU, etc. Notes: RSI is a momentum/strength gauge; the “bottom” of the moving-average-return means the asset that has underperformed most recently within its group, in the hope of rebounding. Leverage and inverse exposure amplify both gains and losses and can cause rapid drawdowns. The strategy is described here as a daily rebalanced framework with conditional asset universes and a two-path capital split.

Out-of-sample RSI-driven, daily-rebalanced strategy offers higher risk-adjusted upside vs the S&P: OOS annualized return ~85% vs SPY ~23%, Calmar ~2.03, and OOS Sharpe ~1.38, with a higher drawdown (~42% vs ~19%).