A small, rule-based momentum strategy using XLK, KMLM, and SOXL. It stays mostly in cash when both XLK and KMLM are weak over about 10 days, then buys the stronger between XLK and KMLM based on RSI momentum (with equal weighting and limited rebalancing).

What it does, in plain language: - It starts with cash as a baseline, so you’re not over-committed. - It looks at two assets (XLK and KMLM) to see if they’ve fallen a lot over about the past 10 days. If they have, that’s a signal to be cautious. - When there’s weakness, the strategy uses a momentum measure called RSI (Relative Strength Index) over 10 days to see which of XLK or KMLM is showing relative strength (the “better of the two” in the short term). - It selects the strongest among those assets, and it may also consider SOXL (a semiconductor-focused, higher-risk ETF) as part of the exposure if momentum supports it. - Weights are set to be equal (including cash) so no single position dominates; and the strategy won’t constantly rebalance—only small adjustments are allowed by a 10% tolerance window. - In short: if technology and managed futures look weak, stay mostly in cash; if one shows short-term strength, tilt toward that asset (and possibly include semiconductors if momentum is favorable).

A rules-based momentum sleeve (XLK/KMLM/SOXL) with cash ballast. Out-of-sample: ~9.4% annualized return, ~0.42 Sharpe, ~0.30 Calmar; aims to diversify risk and add tactical tech exposure when signals align, complementing the S&P 500.