A daily, single-asset, rule-based strategy that uses short-term momentum (RSI) signals across multiple ETFs to pick one leveraged equity or a gold/staples/bonds theme, allocating 100% of cash to that choice and rebalancing daily.

- Every day, the strategy looks at a long list of ETF signals using a simple momentum gauge (RSI) measured over a 10-day window. If certain momentum conditions are met, it buys a single asset with 100% of the available cash. The first compatible condition wins; if none of the early checks fire, the strategy cascades through a deeper tree of signals until it lands on one of several themes (Gold, Staples or Bonds) or a leveraged equity play. - Simple example of a rule: if the 10-day RSI of SMH is very low (extremely weak momentum), the strategy buys SOXL (a 3x leveraged bet on semiconductors). If not, it checks if the Nasdaq ETF (QQQ) has weak momentum and would instead buy TQQQ. If those don’t apply, it may buy UPRO (a 3x S&P bet) or follow a longer chain that ends in Gold/Staples/Bonds if no clear equity signal is strong enough. - Weighting: when a rule triggers, 100% of cash is allocated to the chosen asset (the “wt-cash-equal” tag indicates equal cash weighting to the selected vehicle). - Rebalance frequency: daily. The algorithm re-evaluates the signals and can switch assets if a new rule fires. - Target assets: a mix of well-known broad ETFs and several less-common or leveraged funds (e.g., SOXL, TQQQ, UPRO, UVXY) plus a gold/staples/bonds thematic group at the bottom of the decision tree. - Risk posture: inherently high due to leverage and volatility-based signals; the strategy can rotate quickly among extreme momentum bets and volatility hedges, which may produce large swings.

Out-of-sample momentum strategy with 3x-levered bets: ~115% annualized return, Calmar 6.66, Sharpe 1.66 vs SPY 1.39, and negative beta. Captures upside with daily rebalancing; better risk-adjusted performance and diversification than the S&P 500.