A daily RSI-based binary switch between TQQQ (risk-on levered Nasdaq) and BIL (risk-off cash proxy). Buy TQQQ when QQQ’s 10-day RSI falls below 30; move to BIL when RSI rises above 80; otherwise stay in BIL. Fully allocated (100/100) to the chosen asset each day; no partials or diversification shown.

- Daily check: calculate QQQ's RSI over a 10-day window. - If RSI < 30: place 100% of capital into TQQQ (ProShares UltraPro QQQ), a 3x levered bet on Nasdaq-100. - Else, if RSI > 80: place 100% of capital into BIL (SPDR Bloomberg 1-3 Month T-Bill ETF), a cash-like short-term Treasuries vehicle. - If neither condition is met, the strategy defaults to the same cash-like posture (BIL). - Rebalance happens every trading day, using a binary choice between the two assets, with no partial allocations described (100/100 weight). - The market signal uses QQQ as the benchmark; TQQQ is the leveraged play on that benchmark; BIL serves as downside protection and liquidity. - The intent is to exploit small oversold dips with amplified upside via TQQQ, while guarding against risk in overbought or uncertain markets by staying in or moving to BIL. - This approach implies exposure mainly to technology-heavy Nasdaq dynamics (via QQQ/TQQQ) and very short-duration U.S. Treasuries for safety.

Out-of-sample edge: ~25% annualized return vs ~22% for the S&P 500, with Calmar ~1.10. An RSI-based binary switch between 3x Nasdaq (TQQQ) and cash-like BIL aims for higher upside while protecting capital in risky markets.