Daily, cash-equal strategy tilting among PSQ (inverse QQQ), TQQQ (3x QQQ), or BIL based on QQQ RSI(10) with a 20-day MA trend filter; levered Nasdaq exposure with a cash-like fallback.

- Every day, start with cash and then decide which asset to hold based on simple signals. - Signal 1: compute the 10-day RSI of QQQ (a momentum gauge). If RSI(QQQ, 10) is above 81, buy PSQ (inverse QQQ) to benefit from a potential QQQ drop. - If RSI(QQQ, 10) is not above 81, Signal 2 (the else path): check if RSI(QQQ, 10) is below 30. If yes, tilt into TQQQ (3x leveraged QQQ). But before committing fully to TQQQ, verify the trend with a 20-day moving average check: is the current price of TQQQ above its 20-day moving average? If yes, take a full position in TQQQ. - If RSI < 30 but the TQQQ price is not above the 20-day MA, or if the past condition fails for other reasons, place a full position in BIL (short-term U.S. Treasuries) as a cash-like hedge. - If none of the conditions fire (e.g., RSI between 31 and 80), the strategy maintains cash or a neutral stance as the baseline. - The entire portfolio is rebalanced daily, with weights effectively being either PSQ, TQQQ, BIL, or cash, and with no partial position emphasis in the described branches. - Key risk filters: leveraging (TQQQ) magnifies moves in Nasdaq-100; inverse exposure (PSQ) amplifies downsides if the market rallies; BIL provides income/stability but limited upside; the 20-day MA filter attempts to avoid entering the leveraged position on weak uptrends. - Ticker roles: QQQ tracks Nasdaq-100; PSQ goes opposite to QQQ; TQQQ aims for 3x daily exposure to QQQ; BIL provides liquidity and short-term safety.

Nasdaq-focused, rule-based strategy designed to beat SPY on risk-adjusted terms. Out-of-sample: about 62% annualized return, Calmar ~2.29, Sharpe ~1.27, with a cash-like fallback. Higher upside, but greater drawdown risk than SPY.