A long-term, rule-based strategy that switches among QQQ, its inverse (PSQ), a double-QQQ lever (QLD), SPY, and SHY to ride uptrends, hedge overbought conditions, and defend during choppy or down markets, aiming for growth with controlled drawdowns.

- Determine market regime: Is the broad market (SPY) above its 200-day moving average? If yes, treat as uptrend; if no, treat as non-uptrend. - Uptrend rule: Use QQQ (Nasdaq-100) for growth unless QQQ looks extremely overbought (QQQ 10-day RSI above ~81). In that overbought case, shift toward PSQ (short QQQ) to reduce risk. - Downside/unclear regime: If SPY is not in uptrend, look for oversold momentum on QQQ (RSI below ~30) to possibly use QLD (2x QQQ) to catch a rebound; otherwise lean toward defensive assets (SPY or SHY) as appropriate. - Within more complex branches, the system weighs among QQQ, PSQ, SHY and SPY based on short-term moving averages and RSI signals, effectively blending growth exposure with hedges and safety positions. - No fixed rebalancing: the algorithm decides allocations when conditions are evaluated, aiming to adapt to changing regimes rather than sticking to a calendar schedule. - The approach uses explicit assets for hedging (PSQ) and doubling exposure (QLD) to exploit momentum shifts, while SHY provides ballast in riskier periods.

Out-of-sample, this strategy seeks higher growth than the S&P: ~32.4% annualized return vs 23.3%, with Sharpe ~1.31 and Calmar ~1.28. Uses dynamic hedges (PSQ) and leverage (QLD) for bigger upside, though drawdowns can be higher (~25% vs ~19%).