A daily, multi-asset momentum system with a China tilt. It chooses YINN (bear China) or YANG (bull China) based on FXI RSI, then refines exposure via cross-asset momentum (IEI/IWM, IGIB/EEM, IGIB/SPY) and a hedge check (SHV). Allocates 25% of capital, rebalanced daily, across leveraged China ETFs and related US/bond proxies.

- Every day, the strategy assesses a hierarchy of signals and decides where to place 25% of the portfolio's capital. - Step 1: China directional call. Compare FXI momentum (RSI) over the last 14 days. If FXI RSI < 30, tilt toward YINN (China bear). If not, tilt toward YANG (China bull). - Step 2: Within the chosen China direction, run cross-asset momentum checks to refine allocation. Examples include: - IEI vs IWM: compare momentum between a US bond proxy and a US small-cap proxy to decide further tilt within the EM/China framework. - IGIB vs EEM and IGIB vs SPY: similar momentum comparisons to decide which regional/asset path to emphasize while maintaining the China directional bet. - Step 3: Hedge/control checks using SHV (short-term Treasuries). If SHV conditions or price vs moving-average checks trigger, the path may shift toward a more defensive mix or into IGIB/SPY branches. - Step 4: Rebalance daily. The weights along the chosen branches are adjusted to reflect the latest signals, with internal sub-paths carrying heavier emphasis when conditions are favorable (e.g., a 90/100 sub-weight within a branch). - Assets involved include: YINN (China bear), YANG (China bull), FXI (China large-cap baseline), IEI (US intermediate bonds), IWM (US small caps), SPY (US large caps), EEM (emerging markets), IGIB (India government bonds), SHV (short Treasuries). - Goal: Capture relative strength across regions and asset classes with a China-centric tilt, while offering occasional hedges via bonds and defense thresholds. It’s a daily dynamical, multi-asset momentum system rather than a buy-and-hold approach.

Out-of-sample edge with a disciplined, daily China-tilted momentum framework. OOS annualized return ~200% vs SPY ~18%, Sharpe ~1.69 vs ~1.02, Calmar ~3.51, with hedges (SHV) and cross-asset checks to manage risk.