Momentum-focused, mega-cap equity exposure with a safety sleeve and volatility hedge; daily rebalance; selects top 3 mega-caps by 90-day momentum when market trend is up, hedges with UVXY if QQQ is extremely overbought, and chases top 3 defensive assets by 20-day momentum when appropriate.

- The strategy runs daily and decides between two main sleeves: a mega-cap momentum sleeve and a defensive sleeve, with a volatility hedge under certain conditions. - Trend filter: It looks at QQQ (a basket of big Nasdaq/mega-cap names) and checks if its price is above its long-term trend (a moving average over 175 days). If QQQ is above this long-term trend, the system considers taking positions in mega-cap stocks based on momentum. - Momentum ranking: When the trend condition is met, it ranks a group of mega-cap stocks (AAPL, MSFT, GOOGL, AMZN, META, TSLA, NVDA, etc.) by how much they have gained over the last 90 days (cumulative return) and picks the top 3 to invest in, allocating roughly equally among them (cash-equal weighting). - Defensive sleeve: Independently, the system maintains a safety sleeve consisting of TMF (long bonds), PDBC (commodities), GLD (gold), IEO (oil & gas), XLU (utilities), and USDU (the dollar). If those assets show better 20-day momentum, the top 3 among them are selected and weighted, providing a defensive ballast. - Volatility hedge: If the market shows extreme momentum in QQQ (RSI on QQQ with a 14‑day window exceeds 79), the strategy adds UVXY (a volatility product) to the mix as a hedge. This reflects a move to protect against sudden volatility spikes when breadth looks overextended. - The system uses a mix of conditions: (i) a trend check with current price vs. 175-day moving average, (ii) a momentum ranking using 90-day cumulative returns, and (iii) a volatility hedge trigger based on RSI, to decide allocations between the mega-cap momentum basket and the defensive sleeve. The final allocation is guided by “cash-equal” positioning within the chosen assets, and the overall portfolio is rebalanced daily. - Indicators explained in plain language: RSI (relative strength index) is a momentum gauge that suggests overbought/oversold conditions; a very high RSI like 79 indicates extreme price strength and potential pullback risk. The moving-average price (over 175 days) is a long-term trend line; being above it signals an uptrend. Cumulative return over 90 days is a momentum measure showing which assets have performed best recently.</br>

Out-of-sample edge: 33.8% annualized return with ~1.17 Sharpe vs S&P ~19.6% and ~1.10. Calmar ~1.33; higher drawdown but stronger risk-adjusted gains. Mega-cap momentum with hedges and a defensive sleeve provide disciplined, diversified upside.