A daily, rule-based bear-tilt ETF strategy that uses momentum and trend signals (RSI, price vs. 200-day MA) to switch among Nasdaq bears/leverages and bond/cash hedges, with a bond-heavy hedging bias and full-weight signals when triggered.

- The system runs daily and starts with a cash-equal approach among eligible assets. - It monitors the market trend using SPY against its 200-day average to gauge the broader regime. - It uses RSI momentum on multiple ETFs (QQQ, SPY, PSQ, QLD, QID, SH) to detect overbought/oversold conditions and relative strength between assets. - It layers in relative-performance checks (e.g., QQQ vs SPY, AGG vs SH, BND vs QQQ) over short to medium windows (10–60 days) to decide which bear-or-hedge instruments to favor. - Positions include Nasdaq bears and levered/short Nasdaq (PSQ, QID, QQQ+, QLD) and hedges via bond/treasury ETFs (BND, AGG, IEF) plus a cash proxy (BIL). - When a triggering condition fires, the strategy assigns a full weight (100/100) to the chosen exposure, effectively going all-in on that signal for that rebalance cycle. - The “Bond Baller Mod” aspect emphasizes bond-based hedging in bear regimes, presumably to reduce drawdowns during downturns. - In sum, the approach seeks to exploit declines in equities (especially tech/nasdaq exposure) while using bonds and cash as ballast, and it does so with daily rule-based rebalancing rather than fixed allocations.

Bear-tilt, daily-rebalanced ETF strategy with Bond Baller hedges. Seeks strong risk-adjusted returns and capital protection. OOS: annualized ~17.9% vs SPY ~19.6%; max drawdown ~16.5% (better than SPY); Calmar ~1.08, solid risk control.