A Nasdaq-focused, signal-driven strategy that switches among TQQQ, UVXY, and QQQ based on short-term momentum of QQQ. Oversold → TQQQ; overbought → UVXY; otherwise → QQQ. No regular rebalancing; exposure is one asset at a time. Risk hinges on leverage and volatility products.

Plain-language description of how it operates: - The strategy watches the Nasdaq using a 10-day momentum gauge (RSI) on the Nasdaq proxy QQQ. - If the Nasdaq looks very oversold (RSI below 32), it shifts into TQQQ to aim for a quick rebound with amplified Nasdaq exposure. - If not oversold but extremely overbought (RSI above 81), it shifts into UVXY to capture or hedge against rising market volatility. - If RSI is between 32 and 81, it sticks with QQQ for broad, unleveraged Nasdaq exposure. - It does not rebalance on a fixed schedule; positions change only when the RSI-based decision triggers. - The approach concentrates on Nasdaq exposure and uses simple, extreme-momentum cues to decide which instrument to hold. - Risk considerations: TQQQ can magnify losses as well as gains; UVXY tends to decay over time in calm markets and can be volatile; QQQ offers steady exposure with less dramatic swings. - The practical result is a single-asset-at-a-time, Nasdaq-centric, signal-driven strategy with occasional large swings when signals flip.

Nasdaq-focused, signal-driven strategy may outperform the S&P: ~36% annualized out-of-sample returns, Calmar 1.19 and Sharpe ~0.95. One-asset-at-a-time Nasdaq exposure; leverages TQQQ on dips and UVXY during spikes, with higher drawdown risk.