A daily-rebalanced, rule-based strategy using TQQQ/SQQQ with hedges (BTAL) and selective other assets to ride tech momentum while controlling risk. It uses RSI and moving-average checks, dip-buy logic, and abnormal-market signals to decide long vs hedge vs cash, aiming for a K-1 free profile.

- Start with cash as a baseline and decide how to allocate across a small set of assets each day. - The main call is whether to lean into TQQQ (strong tech momentum) or to lean on hedges (SQQQ and BTAL) to protect against risk. This decision comes from several momentum screens (relative strength, moving averages, and standard deviation) comparing TQQQ to benchmarks like QQQ, XLU, JNK, and QYLD. - If momentum is positive and signals are favorable, you’ll see exposure to the long side (TQQQ). If signals look fragile or risk is rising, the system may switch to hedges (SQQQ and/or BTAL) or even sit in cash. - A dedicated “Dip buy” logic watches for favorable pullbacks in TQQQ and related signals to add exposure, but only when momentum and risk screens confirm it. If the dip looks weak, the hedge remains or increases. - An “Abnormal Market Check” looks at gold (GLD) and volatility (VIXM) signals to detect unusual markets and adjust exposure accordingly, reducing risk during stress. - A separate “QQQ logic” block uses volatility signals to guard against overexposure when market conditions are choppy. - The system rebalances daily, and the overall design is intended to be tax-friendly (K-1 Free).

Out-of-sample, this strategy beats the S&P on risk-adjusted returns: OOS annualized return ~60.7% vs ~19.4%; drawdown ~16.7% vs ~18.8%; Sharpe ~1.62 vs ~1.15; Calmar ~3.63. Tech momentum with hedges (SQQQ/BTAL), daily rebalancing, and K-1 Free.