A daily-rebalanced, multi-timeframe RSI-based cash-or-3x-levered-Nasdaq strategy using QQQ, VIXY, and trend filters (QLD, moving averages) to time entries into TQQQ/TECL.“

- Start with 100% cash, rebalanced daily. - Check QQQ’s momentum using RSI on a 90-day window (relative to VIXY for volatility context). If RSI is above 60, stay in cash. - If not, tighten the filter with a sequence of RSI checks on shorter windows (14-day, 5-day, 3-day) and higher thresholds (80, 90, 95). If any of these higher-risk checks trigger (i.e., market looks less favorable or more volatile), stay in cash. - If the RSI checks indicate oversold conditions (QQQ RSI under the specified thresholds across those windows), shift into a 3x long position by allocating equal weights to TQQQ and TECL (leveraged Nasdaq exposure). - Before entering the levered long, there is an additional trend check using QLD (a Nasdaq-related ETF) against QQQ’s price and a moving-average filter (e.g., 150-day MA). If the price of QLD is above its moving average and other MA-related comparisons pass, the levered long is permitted; otherwise, stay in cash or wait for the next signal. - The levered long is only entered when strong oversold signals align with a positive trend check, offering a disciplined method to catch rebounds while avoiding late-entry risk.

Out-of-sample edge: annualized return ≈74.5% vs SPY ≈17.6%; Sharpe ≈1.37 vs 1.02; Calmar ≈3.01. Higher upside with disciplined risk controls despite ~25% max drawdown, outperforming the S&P on risk-adjusted terms.