A regime‑driven Nasdaq strategy that uses TQQQ for long exposure plus a mega‑cap “Charged QQQ” stock basket, guided by SPY’s 200‑day trend and RSI‑based hedges into volatility or bonds. It rebalances daily and shifts to short/bonds when the market weakens.

- Step 1: Check market regime using SPY price vs its 200‑day moving average. If SPY is above the 200‑day average, treat as uptrend. If below, treat as downtrend. - Step 2: Uptrend (long Nasdaq tilt). Go long via TQQQ and build a basket from seven mega-cap Nasdaq stocks (TSM, MSFT, AMZN, AAPL, TSLA, NVDA, AMD) called the Charged QQQ. The basket is formed by stacking RSI and cumulative-return filters and then selecting subsets (grouped 1 through 6) with equal weight within each active filter. - Step 3: RSI hedges in uptrend. If the Nasdaq index looks overbought (high RSI), the system bets on hedges such as UVXY (volatility) or TMF (long Treasuries) to reduce risk. If not overbought, it may tilt toward dip-buy logic that leans on SQQQ/other signals to time entries on pullbacks, but still within the long Nasdaq framework. - Step 4: Charged QQQ logic. A layered scoring/ranking system screens the seven stocks each day, using RSI (with windows like 10 and 30 days) and cumulative returns to decide how many of the stocks to include and how much weight to give them (often equal weight within groups). This aims to capture diversification within big tech rather than concentrating on a single name. - Step 5: Downtrend (market in decline). If SPY is below its 200‑day moving average, the system shifts toward hedges or short exposure (e.g., SQQQ) and occasionally bonds (EDV) to protect against further downside. The notes show explicit short/hedge components in this regime. - Step 6: Rebalance cadence. The framework indicates a daily rebalance, recalculating regime signals, stock screen results, and hedge needs every day. - Step 7: Risk and targets. The profile (as described in the title) cites aggressive long-term statistics like “207% APY, 33.3% drawdown, 2014–22” in a specific variant, but it’s important to treat backtested figures with caution given leverage and regime switching. The structure emphasizes controlled exposure, but levered ETFs and active hedging make it inherently higher risk than a plain buy‑and‑hold equity approach.

Out-of-sample, this Nasdaq-levered strategy aims for big upside with hedges, delivering ~68% annualized return vs SPY’s ~23%, plus Calmar ~1.75 and Sharpe ~1.43— strong risk-adjusted upside, with higher drawdowns.