A daily-rebalanced, rule-based approach that uses a 50/200 EMA trend filter and momentum (RSI) signals to switch between stock exposure (QQQ/SPY) and hedges (UVXY, PSQ, IEF). The goal is to ride uptrends while having hedges ready for volatility spikes or downturns.

- Every trading day the model decides where to place the money among a small set of ETFs: QQQ (tech-heavy equities), SPY (broader U.S. stocks), IEF (longer-dated U.S. Treasuries), UVXY (volatility hedge), PSQ (inverse QQQ). - Trend filter: it watches QQQ’s 50-day EMA versus its 200-day EMA. If the 50-day EMA is higher than the 200-day EMA (a “Golden Cross” style signal), that’s a green light for more equity exposure. If not, the plan leans toward hedges or bonds. - Momentum signals: it uses RSI, a momentum gauge, on QQQ and SPY. If RSI is very high (above 80), it may tilt into UVXY to capture rising volatility. If RSI is very low (below 30), it may tilt toward PSQ or IEF to reduce risk or profit from a downturn. Some branches also look at another moving-average relationship (price against a short/medium window) to decide whether to favor QQQ or Lessor exposures. The net result is a daily, regime-based mix between stock exposure and hedges/bonds, with a bias toward stocks when the trend is up and momentum isn’t extreme, and toward hedges when risk signals appear. Note: This description reflects the intention of the rules embedded in the logic blocks and does not guarantee future results. Leveraged and inverse ETFs (UVXY, PSQ) can behave unpredictably due to daily resetting and regime changes.

Dynamic trend-following with built-in hedges: switch between equities and UVXY/PSQ/IEF daily to ride uptrends while reducing volatility. Out-of-sample risk control aims at steadier risk-adjusted returns vs SPY, especially in volatile markets.