A daily tactical multi-asset strategy that goes long core equity proxies (QQQ or SPY) when trend and momentum look favorable, uses TLT as a risk-off alternative, and employs defensive hedges (XLP+VBF or BIL with leverage) when signals are weak. It blends trend, momentum, and RSI-based filters with a cash/hedge bucket to manage drawdowns.

- The strategy runs daily and looks at three core assets: QQQ (large-cap tech Nasdaq exposure), SPY (broad market), and TLT (long-duration Treasuries). - For each asset, it checks trend and momentum signals: - Trend test: is the 50-day price average higher than the 200-day price average? If yes, the asset passes the trend gate. - Momentum test: has the asset shown positive short-term momentum (a positive moving-average return over a recent window)? - Momentum/quality check: the RSI (a price-strength gauge) is monitored to avoid assets that are excessively overbought; in some parts of the logic, an RSI under a threshold (e.g., below 30) can influence the hedging path. - If an asset passes these signals, the strategy weights it heavily (often 100% in the examples shown) and allocates minimal or no weight to others, effectively going “all-in” on that asset for the day. - If none of the core assets pass the signals, the strategy deploys a defensive hedge. The hedge is built from a small set of assets (historically XLP and VBF, i.e., a consumer-staples/defensive sector proxy and a bond fund) and is selected through a bottom-ranked filter by RSI, effectively choosing the weaker/defensive option to hold while staying in cash-equivalents for the rest of the portfolio. - Some variants swap the hedges for a short-term bond vehicle (BIL) and apply varying levels of leverage (1x, 2x, 3x) to adjust how aggressively the hedge behaves when the market looks risky. - The allocation is rebalanced daily, and the logs show historical swaps/adjustments to the hedging tools and leverage level, reflecting a flexible, evolving approach rather than a static recipe. - The overall aim is to capture upsides when broad markets are in uptrends (via QQQ or SPY), while providing downside protection via hedges (XLP/VBF or BIL) when signals indicate weakness or stress, with a bias toward cash-equivalent protection when unsure. - The naming and structure indicate this is a backtested, AI-assisted or AI-labeled strategy intended for equities with dynamic hedging and risk controls.

Out-of-sample, this daily tactical strategy trims downside to ~4% vs SPY ~5%, while delivering solid risk-adjusted returns (Calmar ~2.79) and ~11% annualized gains, thanks to adaptive hedging. Safer diversification beyond the S&P 500.