A daily, rule-based ETF rotation that rides Nasdaq moves with leveraged ETFs (like TQQQ and SPXL) while hedging risk with volatility (UVXY), inverse Nasdaq (SQQQ), and bonds (BSV). Uses momentum signals to decide when to stay long Nasdaq exposure or shift into hedges, with cash-equal weighting and no individual stocks. Simple idea: chase big Nasdaq rallies, but protect against jumps in volatility and downturns with hedges and bonds.

- It trades only ETFs (no individual stocks) and rebalances every trading day. - The pool includes Nasdaq-focused leverage (TQQQ), Nasdaq inverse (SQQQ), broad-market leverage (SPXL), a volatility proxy (UVXY), a bond ETF (BSV), and broad market/benchmark ETFs (QQQ, SPY, SPXL). - It uses momentum-and-signal checks to decide what to hold. Signals involve short-term indicators (for example, RSI over 10 days) to gauge overheating or oversold conditions, and moving-average-like comparisons to assess whether prices are above or below key trend levels. - When risk signals are strong (e.g., volatility signals trending up or Nasdaq momentum flushing), the system tilts into hedges (UVXY, SQQQ) or bonds (BSV) and reduces exposure to highly leveraged Nasdaq bets. - When risk is moderate and Nasdaq shows strength, it favors long Nasdaq exposures (TQQQ, SPXL) to capture large upside moves, while maintaining some diversification via SQQQ/UVXY and bonds as a ballast. - The approach uses cash-equal weighting among the selected assets, with a nested set of rules to pick the top assets and to decide whether to stay with the current allocation or rotate. - It aims for a higher upside through leverage on Nasdaq moves while attempting to limit drawdowns through hedging and bond exposure. - It explicitly avoids single stocks and sticks to ETFs to keep structure simple and tradable.

Out-of-sample, this ETF rotation captures Nasdaq upside with leverage and hedges via UVXY/SQQQ and bonds, delivering ~110% annualized vs ~23% for the S&P, Sharpe ~1.62 vs ~1.46, Calmar ~2.17— with higher drawdowns (~50%).