A daily, cash-equal, four-block Yin/Yang strategy using RSI/momentum signals to tilt between two EM-leveraged ETFs (YINN for bear exposure, YANG for bull exposure) and select stock/bond proxies; high risk due to leverage and multiple conditional bets.

Plain-language overview: - The plan divides your investable cash into four equal parts (4 blocks). - Each block runs its own little rulebook to decide whether to take a risk-on EM bet (YANG) or a risk-off EM bet (YINN). The decision uses simple momentum checks on popular ETFs: the EM ETF (EEM), broad US stocks (SPY), small caps (IWM), and bond proxies (IEI, IGIB, SHV, SHV). - Momentum checks are done with a simple indicator that gauges whether an asset recently moves up or down (RSI). If certain conditions are true (for example, one ETF looks stronger than another, or an ETF is currently cheaper/oversold), the block allocates its 25% to either YANG (bullish EM tilt) or YINN (bearish EM tilt). - Some blocks also require the market to be in an uptrend by checking whether an ETF’s price is above its long-term average (e.g., 200-day moving average) before allocating. - All four blocks feed into a final portfolio, which is rebalanced every trading day so the four equal parts combine into a single position allocation (roughly 25% to each chosen exposure, or cash if blocks don’t trigger). - The strategy is explicit about using two highly leveraged EM products (YINN and YANG) to express the directional bets; this magnifies both upside and downside, especially in volatile markets. - The overall aim is an attractive risk-adjusted return (high Sharpe) by chasing favorable momentum patterns across EM and related proxies, while maintaining an overall cash-equivalent balance when signals don’t line up.

Out-of-sample Sharpe 1.63 vs SPY 1.02, Calmar 3.05, and strong OOS returns (~183% annually) from momentum-driven EM tilts with leverage. Higher upside than SPY, but with bigger drawdowns (~60%).