Hey y'all,

I'm working on a strategy to submit for a University competition, and this was an offshoot idea I had while developing that. My advisor said that it isn't "flashy" enough to have a good chance at winning the competition, so I'm sharing it here and maybe someone has an idea on how to make it "flashier" or any comments on it, etc!

It's using three asset classes, Gold, Treasuries, and Stocks. We take the RSI of each, then smooth it over the past 4 months or so to get a picture of longer term momentum and remove the noise (I'm specifically interested on other ways to approach this part of it!). Then we rank the asset classes based on this output.

The first asset class is weighted 50%, second is weighted 30%, and the third is weighted 20%. These are just arbitrary numbers that made sense to me, I want to maintain relevant allocation to all three always since I want to stay "diversified", but I want to also allow the momentum ranking to have meaningful impact. I chose to lever it up since I thought unlevered drawdown was low enough that it was worth juicing for return.

I know my code isn't the best, but this community has helped me a lot!