A daily, rule-based tactical strategy that tilts between 3x tech exposure (TECL) and its bear (TECS) using QQQ momentum (RSI). If tech signals are not extreme, it bets on USD strength (USDU) or commodities (DBC). If risk rises, it pivots to two laggards among UNH, COST, and WMT with equal weighting, while keeping cash as a stabilizing ballast.

- Every day, the system starts with a cash-equal posture (cash is available for allocation). - Step 1: Momentum tilt on technology: measure the 14-day RSI of QQQ. If RSI < 31, take a full long position in TECL (3x tech bulls). - Step 2: If RSI > 81, take a full long position in TECS (3x tech bears). - Step 3: If neither extreme, go to macro hedges: compare USDU vs UUP via a moving-average rule. If USDU’s 14-day average price is above UUP’s 210-day average price, allocate to USDU (USD bullish). If not, allocate to DBC (commodity exposure). - Step 4: Risk check and fallback: if a risk condition (e.g., a 3-day max drawdown on SPY exceeding 3%) is met, shift to a stock-laggard rotation among UNH, COST, and WMT. These three are evaluated by a 9-day exponential moving average; take the two weakest performers (bottom by EMA) and weight them equally (100/100 each). - Step 5: Rebalance daily to reflect the above rules and keep the portfolio within the defined decision tree. This creates a simple, repeatable process that prioritizes extreme tech momentum, uses USD/commodities for macro hedging, and falls back to a basic laggard stock strategy under risk pressure, with cash serving as a stabilizing budget throughout.

Out-of-sample annualized return ~42% vs SPY ~19%, Calmar ~1.23. Bigger upside from tech momentum and macro hedges, with positive alpha (~0.23), despite higher drawdown (~34% vs ~19%).