A daily, quantitative strategy that mostly holds XLK (tech) but hedges with REW (-2x tech) when momentum/trend signals indicate risk; long/short exposure switches daily based on RSI and moving-average signals across multiple windows.

What this strategy does, in plain language: - It mainly owns XLK, a tech-sector fund, and rebalances every day. - It uses two kinds of signals to decide what to do: - Trend signals: moving averages tell you whether the price trend is up or down. - Momentum signals: RSI measures how strong a recent price move is and whether the asset looks overbought or oversold. - RSI is checked over several look-back periods, with high thresholds (like 80–92 range) that flag overextended conditions. - If XLK looks favorable on these signals (not overbought and price above/below certain moving averages in the right way), the strategy stays invested in XLK. - If the signals indicate risk (e.g., momentum is extreme or the trend is not supportive), the strategy shifts exposure to REW, which is designed to move opposite to technology exposure and magnify daily declines as a hedge. - The system is designed to avoid partial exposures by routing capital to XLK or REW (or cash-like outcomes) at each decision node, with daily resets. - Practical takeaway: This is a tactical tech exposure with an automatic hedge that activates when momentum signals look risky, all done on a daily rebalance basis. It uses leverage via REW, so the path of returns can be more volatile than a straightforward long-only tech position.

Out-of-sample return ≈16.8% vs S&P ≈16.4%; a daily, rules-driven tech tilt with automatic REW hedges offers potential alpha and diversification for tech cycles, complementing core equity portfolios.