A rule-based rotation that uses RSI momentum and a long-term trend filter to switch among leveraged Nasdaq/SPX bets and hedges, distributing cash equally among the chosen assets to try capturing big upside while limiting drawdown.

Layman view of the decision process: - The strategy always wants to use all available cash, not sit fully in one bet. It splits cash across a set of ETF assets according to signals. - It reads momentum signals using RSI (a simple gauge of recent price strength). Higher RSI means price has risen a lot recently; very high RSI can trigger hedges or shifts away from risky bets, while moderate high RSI can push toward more aggressive equity bets. - It looks at a 200-day moving average (roughly a long-term price trend). If the price of certain ETFs is above that average, that asset has a “green light” to be held or increased; if below, the strategy may reduce exposure or switch to hedges. - The main assets are Nasdaq/QQQ-related bets (for upside): QQQ, TQQQ (3x Nasdaq), QLD (2x Nasdaq), SOXL (3x semiconductors); plus broad-market bets (SPY-like proxies) via UPRO (3x S&P 500) and SSO (2x S&P 500). - Hedging and defensive bets include QID (short QQQ, i.e., bets against Nasdaq), SQQQ (inverse Nasdaq), UVXY (volatility exposure that tends to rise when markets get choppy), and TMF (3x long Treasuries, a defensive asset when stocks wobble). - The rules trigger which subset of these assets to invest in. When a branch fires, the cash is distributed equally across the assets chosen in that branch (equal weighting). - There’s also a sector option (XLP, Consumer Staples) included, but in this version its weight is zero, so it’s not used unless you reconfigure it. - In short: momentum and trend rules tell the model which basket of assets to buy, and then it splits cash evenly among that basket, rechecking signals regularly to rebalance. It is designed to ride big up moves in tech/ Nasdaq when momentum is favorable, but to hedge with volatility or treasury-based bets when momentum signals become extreme or when the trend turns down.

Outperforms the S&P in out-of-sample tests with Nasdaq upside and hedges. Annualized return ~129% vs ~24% for SPY; Sharpe ~1.99 vs ~1.45; Calmar ~3.54—strong risk-adjusted gains from disciplined RSI/200-day rules and cash allocation.