A daily, rule-based system that typically tilts between a leveraged Nasdaq bet (TQQQ) and a long-bond proxy (TLT), with cash ballast (BIL), using momentum signals (RSI and related checks) to decide which to own.

Every trading day, the system evaluates a list of assets (TQQQ, TLT, BIL, NVDA, LLY, PGR, QQQ, VIXM, XLP, BTAL, KMLM, BTAL-like proxy). It runs momentum and trend tests (primarily RSI with various lookbacks, plus moving-average and cumulative-return comparisons). If a rule fires and signals strength for Nasdaq exposure, it tends to favor TQQQ; if a rule signals risk-off or mean-reversion, it moves toward TLT or cash (BIL). Two final filters rank the candidate assets by momentum and select the bottom-ranked asset(s) to hold, with the two primary anchors appearing as TQQQ and TLT in the asset list that gets allocated. The portfolio is rebalanced daily, always anchored around two core assets (TQQQ and TLT) and occasional cash or short-term Treasuries as ballast. The approach aims to capture upside when Nasdaq momentum is strong, while using Treasuries to dampen drawdowns during volatility spikes; the use of leverage means higher upside and higher risk, especially in a volatile market.

Outperform the S&P with higher risk-adjusted gains: out-of-sample return ~44% vs ~36%, smaller drawdown ~4% vs ~5%, Sharpe ~2.82 vs ~2.72, Calmar ~11. Core two-asset strategy (TQQQ/TLT) uses daily momentum with ballast to damp volatility.