A tactical, multi-asset strategy mixing leveraged QQQ exposure, crypto proxies, volatility hedges, and bear-market hedges guided by momentum and RSI signals, with a cash bias and regime-driven tilts.

- The system starts with a cash bias and then adds exposure to a core levered QQQ position (2x QQQ via QLD) when momentum signals look favorable. - It uses RSI and recent return signals on Bitcoin-related ETFs (BITO for long BTC exposure, BITI for short BTC exposure) to decide if crypto should be hedged or tilted toward the crypto story. - A separate Bear Market Stock Selector searches for bear-friendly hedges (e.g., QID for short QQQ, SDS for short S&P 500, BSV for short-term bonds) based on momentum and relative drawdown, and a Bull Market Stock Selector does the reverse for upside tilt (long levered/positive beta assets like QLD, SSO, and short-term hedges when regime is favorable). - A Crypto Ret search (Cu.Ret Search) looks at BITO, MSTR, and COIN to pick the crypto-related asset with the strongest recent cumulative performance, then allocates accordingly. - The strategy combines these modules with weighted allocations (e.g., cash-rich stubs and a 2x QQQ block) to form the final position. - A small corridor width controls how often the positions are rebalanced (0.1), avoiding whipsaws. - The risk framework uses moving-average checks, cross-asset RSI thresholds, standard deviation returns, and max drawdown filters to decide whether to stay in or switch assets. - Assets involved include BITO (Bitcoin ETF), BITI (short Bitcoin ETF), UVXY (volatility), QLD and TQQQ (levered QQQs), QID/SDS (short equities), SSO/BSV (levered equity and bonds proxies), MSTR and COIN (crypto proxies), and BITO-related comparisons.

Out-of-sample return ~36.7% annually vs S&P ~20.3%, using a rules-based mix of leveraged QQQ, crypto proxies, volatility hedges, and regime tilts. Higher upside with greater drawdown risk; diversified growth across regimes.