A daily-rebalanced, rule-based strategy that combines leveraged Nasdaq exposure (primarily TQQQ) with hedge overlays (UVXY, TMF/EDV) and a momentum-driven mega-cap tech stock selector. It uses broad-market trend checks (SPY/SMA200), overbought/oversold signals (RSI and momentum tests), and a six-group, 12-day momentum ranking of big tech names (TSM, MSFT, AMZN, AAPL, TSLA, NVDA, AMD) to tilt allocations. The goal is to ride Nasdaq strength with leverage while hedging risk in overextended regimes, and to opportunistically buy the dips through a structured, rule-based framework.

- The system operates daily and first checks the broad market state using SPY against its 200-day moving average. If SPY looks weak (below SMA200 and stocks trending down), it shifts toward hedges or bonds rather than chasing gains. If the market is constructive, it stays more exposed to Nasdaq/QQQ exposure. - For overbought conditions, it pairs hedges or hedged proxies: it may buy volatility or long Treasuries (e.g., UVXY for volatility, TMF for long-duration Treasuries) based on RSI and momentum signals, prioritizing assets with lower recent RSI. - For oversold conditions, it looks to buy the Nasdaq (or Nasdaq proxies) using levered long exposure like TQQQ (and occasionally TECL) and applies RSI/momentum screens to avoid buying near highs. - The strategy contains a separate module called “Charged QQQ” that builds six groups of mega-cap tech names (TSM, MSFT, AMZN, AAPL, TSLA, NVDA, AMD). Each group ranks these stocks by their 12-day moving-average return (a momentum measure) and selects the top 1 through 6 stocks across the groups. This ranked list is used to inform which tech names to overweight in the core exposure, effectively tilting the portfolio toward the strongest recent performers within that cohort. - The “group” blocks are combined with a cash-equal weighting scheme, so the long exposure is distributed across the selected assets. - There are nested tests that compare current price vs moving averages (e.g., 200-day SPY, 21-day/200-day comparisons) and RSI thresholds to decide whether to stay long, take profits, or switch to hedges. - All of this is designed to be rebalanced daily, so positions can shift quickly in response to changing momentum and market regime.

Out-of-sample Sharpe ~1.46 vs S&P 500 1.44; annualized return ~73% vs 23%; max drawdown ~37% vs ~19%. Leveraged Nasdaq with hedges and mega-cap momentum aims for superior upside with disciplined risk controls.