A long-term, Nasdaq-centric strategy that times exposure using RSI and cross-asset momentum, cycling between QQQ/QLD, PSQ, SPY, and SHY to ride trends and reduce chop with a built-in risk-off mechanism.

- Start with a cash baseline and move into a mix of Nasdaq-focused bets based on momentum signals. - If QQQ's 10-day RSI is extremely high (above 81), favor a hedge by holding PSQ (inverse Nasdaq). - If RSI is not that extreme, lean into leveraged Nasdaq exposure via QLD (2x Nasdaq). - Assess relative strength: is QQQ price above SPY’s 200-day moving-average price? If yes, lean toward Nasdaq exposure; if not, seek safety. - Additional momentum checks on SPY (RSI 10) and price relations drive risk-off moves into SHY (short Treasuries) or keep cash, using an Anti Chop filter that selects one asset from a small pool (PSQ, SHY, QQQ, SPY) based on short-window RSI rankings. - The Antichop logic categorizes decisions into groups (6 below 20, 4 below 20, 4 above 20, 6 above 20) to assign weights between QQQ, PSQ, SHY, and SPY; top asset is chosen with a 1‑asset pool, then weighted (e.g., split between Nasdaq exposure and hedges). - No regular rebalancing; changes only on signals. A small corridor (0.12) minimizes frequent trading.

Out-of-sample: ~58% annualized return vs ~25% for the S&P, Calmar ~1.61, Sharpe ~1.45. Nasdaq-focused, signal-driven strategy with Anti-Chop risk controls and hedges. Higher upside, but larger drawdown risk than the S&P.