A daily, multi-layer momentum system that mostly buys the ProShares TQQQ (3x QQQ) only when several long-term momentum checks line up and market-risk filters allow. If conditions aren’t favorable, it stays in cash or uses hedges like VIXY/BIL. It’s a high-conviction, risk-managed trend strategy focused on tech exposure.

Simplified explanation for a layperson: - The system runs every trading day and starts with a baseline of keeping some cash on the sideline (cash-equal). - It first checks whether the tech market (QQQ) has surged too much in the short term. If QQQ has been rising very fast (momentum score above 80 on a 10-day window), the model prefers hedges or cash (it looks at VIXY, which goes up when volatility rises, and BIL, a short-term bond fund) instead of going all-in. - If QQQ isn’t extremely overbought, the model looks for a rare, strong setup that suggests a new uptrend is starting. It checks a very long view (70–75 day windows) using TQQQ (the 3x leverage on QQQ) and compares it with other sector ETFs to avoid buying just because one thing moved up. - There are three linked checks (Signal 2.1, 2.2, 2.3). Each one asks a different long-term momentum question and, in one case, a volatility check. If all three checks agree, the system goes long on TQQQ with full weight (100%). If any check fails, it stays in cash or moves to a safer asset. - The signals are grouped under a label (Colab Experiment #2 | Gobi) and the overall plan is to rebalance daily so the position reflects the latest signals. - In plain terms: you only buy the big, risky tech levered ETF when there is a strongest, broad-based momentum signal that passes multiple safety checks; otherwise you keep money in safer assets or cash. - Important caveat: this is a complex, risk-heavy approach best understood as a research/development model rather than a simple trading rule; it requires close risk management and may underperform in sideways or rapidly shifting markets.

Out-of-sample Sharpe 5.28 vs S&P 2.29, and far smaller drawdowns (≈1.1% vs ≈5%). A high-conviction, risk-managed momentum strategy that only goes long on multiple strong signals and uses hedges/cash, delivering superior risk-adjusted returns versus the S&P 500.