A rule-based, momentum-and-trend–driven strategy around TQQQ that switches between long leverage (TQQQ), volatility hedges (VIXY/VIXM/SVXY), and cash (BIL) based on TQQQ’s 200-day trend and its 10-day RSI signals. No fixed rebalancing; reacts to signals to seek upside with risk controls.

- The strategy starts with a cash-like base (100/100). It looks at TQQQ (a leveraged tech ETF) and asks two questions: 1) Is TQQQ above its 200-day moving average (a simple trend check)? 2) Is the 10-day RSI of TQQQ above 80 (very strong, overbought momentum) or below 30 (very weak, oversold momentum)? - If TQQQ is above the 200-day average and RSI is above 80, the model shifts into hedges: it allocates to VIXY (a volatility ETF) and BIL (short-term Treasuries / cash proxy). The idea is to trim risk when momentum is extreme but the uptrend is still intact. - If TQQQ is above its 200-day average but RSI is not above 80, the model has two fallback paths: • If RSI is below 30, go long TQQQ (take the levered tech bet when momentum is very oversold but the trend condition is still positive). • Otherwise (RSI between 30 and 80), allocate to VIXM and SVXY (volatility-focused hedges) to maintain a neutral-to-protected stance rather than chasing outright risk. - If the price is not above the 200-day average (i.e., not in the longer-term uptrend), the logic defaults to the alternative branch (also anchored in RSI thresholds) but still uses the same asset set: either TQQQ or volatility/cash hedges, depending on momentum. - The system does not rebalance on a fixed calendar; it only changes exposure when signals cross these thresholds, with a narrow corridor width to avoid excessive switching. In practical terms: you’ll mostly see exposure swing among three buckets—TQQQ (high risk/high return), VIXY+BIL (risk-off with some cash), and VIXM+SVXY (volatility hedges)—rather than a constant mix of all assets. Important caveats: TQQQ is a 3x levered ETF and can magnify losses as well as gains; VIXY, VIXM, and SVXY are volatile and can behave unpredictably around market stress; BIL provides cash-like stability but limited upside. The overall aim is to capture upside in a favorable trend while using momentum extremes and volatility signals to reduce risk or hedge during stress.

Out-of-sample edge: annualized return ~64.7% vs SPY's 22.8%, Calmar ~1.72. Dynamic shifts between leveraged tech (TQQQ) and volatility hedges aim for outsized upside with disciplined risk controls, though drawdowns can be larger.