Daily rebalance among levered Nasdaq exposure (TQQQ), hedges (UVXY), and defensives/cash (BIL/TMV/UGE, etc.) guided by RSI/momentum and cross-asset tests to balance upside with risk control.

The strategy starts by checking Nasdaq momentum. If QQQ looks extremely overbought (RSI over 79 on a 10-day lookback), it shifts into UVXY as a volatility hedge to protect against a sudden drop. If that extreme condition isn’t met, the strategy runs a group of signals that mostly push toward levered Nasdaq exposure (via TQQQ) but only when several momentum checks line up. These checks compare RSI and other momentum/trend metrics across different lookback windows (for example 5, 10, 15, 20, 30, 70, 90 days) and sometimes compare the RSI or performance of one instrument against another (e.g., TQQQ vs KMLM or XLP). When the conditions favor risk-off, the model pivots into cash-like or defensive assets (BIL for cash, TMV/VIX-related or UGE/XLP for defensives). The entire decision path is laid out in nested rules, with some branches weighted 100% to a single asset and others showing multiple “signals” that would be combined or selected on a given day. The end result is a daily decision to hold levered Nasdaq exposure, hedge with UVXY, or park in defensive/bond proxies, depending on the evolving momentum signals.

Risk-managed Nasdaq tilt with UVXY hedges and cash/bond ballast. Daily rebalances leverage on momentum or hedges to defensives when Nasdaq is overbought, providing diversification and downside protection beyond a pure S&P 500.