A signal-driven, 60/40-style mix of leveraged tech bets and hedges/defensives. Uses RSI and trend checks to shift between high-risk tech exposure (TQQQ/TECL/SPXL) and hedges (SQQQ/UVXY) plus bonds/defensives (BND/TLT/XLP). Weights adjust gradually; aim is to ride tech upside but protect on risk spikes.

- What you’re buying: a mix of leveraged tech bets (like TQQQ and TECL), broad-market levered bets (SPXL), short Nasdaq exposure (SQQQ), volatility play (UVXY), and safe/defensive assets (BND for bonds, TLT for long Treasuries, XLP as a defensive equity sleeve). - The core idea: use simple momentum signals to tilt between growth exposure and hedges. A few key ideas operate together: 1) Momentum check on Nasdaq tech (10-day RSI). If the Nasdaq levered ETF RSI is very low (below about 31), the system leans into a tech-bull position (TECL). If not, it looks to other bets like SPXL if broad-market momentum is weak. 2) A short Nasdaq hedge (SQQQ) or defensive long bonds (TLT) may be favored when a “top” choice among hedging assets has stronger momentum. 3) A volatility hedge (UVXY) is triggered when market internals look extreme (very high readings on the QQQ’s RSI, or very high market stress signals). 4) A long-term trend check (SPY vs 200-day moving average) helps decide whether to tilt toward risk assets or defensive assets. If price is below the 200-day average, you’ll see more hedging/defensive bets; if above, more risk-on bets. 5) The weights move only within a small corridor (about +/-3%) so positions don’t swing wildly from day to day. - Decision flow (layman view): At each check, the system asks: “Is Nasdaq momentum oversold or overbought? Is the broad market in an uptrend or not? Do hedges look attractive relative to growth bets?” Based on the answers, it selects TECL or SPXL for the main risk tilt, and then chooses the top hedging asset (e.g., SQQQ vs TLT) or adds a volatility hedge (UVXY) or defensive assets (BND, XLP) to the mix, with the split roughly 60/40 between the risk-exposed sleeve and the hedging/defensive sleeve. There is also a small consideration for shorting Nasdaq if risk signals demand it. The exact rules are nested and specific (RSI thresholds, moving-average checks, and asset filters), but the gist is: tilt toward leveraged tech when momentum looks favorable; add hedges or defensive assets when momentum or trend turns cautious; use a mild 60/40 split with careful, gradual reallocation. - What could cause big changes: sharp market rallies or crashes that push RSI readings into extreme zones, or breaks of the 200-day trend that flip the style from growth to defense. In volatile periods, UVXY and SQQQ can dominate the signal, while in calmer times, BND/XLP and TLT provide ballast.

Out-of-sample, this strategy shows superior risk-adjusted gains: ~87% annualized return vs SPY ~23%, Calmar ~1.76, Sharpe ~1.39. It tilts to growth with hedges for downside protection, delivering strong upside while acknowledging higher drawdowns in stress.