Daily, QQQ/PSQ-centered, rules-based strategy using RSI/momentum signals and bond overlays to switch between long/short/levered/hedged positions, primarily in QQQ and its inverse, with a cash base and heavy risk controls.

A daily-rebalanced, rules-based framework that primarily trades QQQ (tech) and PSQ (QQQ inverse) with occasional use of leveraged or volatility ETFs. It nests many if/then signals that look at market momentum (via RSI and moving averages), price trends, and bond-market cues. When the S&P 500 looks overbought, it favors hedges or volatility exposure; when oversold, it looks for momentum-driven long exposure. It ranks candidate assets by momentum metrics over different windows, selects the best one or two, and assigns weights (often cash-based) before rebalancing. Bond signals act as a risk-check to avoid loading up on risk in a rising-rate or risk-off regime. The approach emphasizes QQQ as the core engine, with PSQ used for hedging or expressing a bearish view, and uses a web of defensive groups to steer allocation during stressed markets.

Out-of-sample, this strategy targets higher risk-adjusted gains than the S&P: ~25.7% annual return vs ~19.8%, Sharpe ~1.20, Calmar ~1.43, and smaller drawdowns (~18% vs ~19%). It uses tech momentum with hedges and bond checks for resilience.