A daily mean-reversion backtest that buys TECL when QQQ looks oversold on a short window, using a market-trend filter (SPY vs 200-day MA) to decide whether to stay in or move to bonds/cash; it rebalances daily and uses RSI and moving-average checks to drive position changes.

- The strategy rebalances daily and starts from an effectively cash-equivalent position. - It looks at QQQ's 10-day RSI. If RSI(QQQ,10) is below 42 (oversold), it buys TECL with a full position (100% of capital). - If that oversold condition isn’t met, it checks SPY’s price against its 200-day moving average. If SPY > SPY's 200-day MA, it may still place a TECL tilt but under a secondary RSI check (RSI(QQQ,10) < 31). - If the market signal isn’t favorable (e.g., SPY not above the 200-day MA, or RSI thresholds aren’t met), the strategy shifts toward safer cash/bond exposures: SHV (short Treasuries) or TLT (long Treasuries) depending on other RSIs or checks. - There are additional nested checks that reference other assets (TLT, SHV, SPY) and confirm whether to proceed with TECL or move to a bond/short-bond sleeve. - The intended logic is that TECL is deployed when short-term tech is oversold and the market backdrop is supportive; otherwise, capital is parked in safer instruments or cash to avoid downside.

Rules-based tech tilt: buys TECL on QQQ oversold, uses SPY trend filters, and shifts to cash/bonds when signals weaken. A transparent complement to the S&P 500 with disciplined risk management. OOS: 7.9% vs 19.1%.