A daily-rebalanced, cash-equal, Nasdaq-tilted strategy using TQQQ as core long exposure, with volatility hedges (UVXY, SQQQ) and diversification (SPXL, SPY, QQQ, TLT). It relies on RSI, moving-average trend checks, and a “buy the dips” sub-rule to manage risk and pursue Nasdaq upside.

- Core exposure: Primarily uses TQQQ (Nasdaq 100 leveraged 3x) as the main long-position in the basket. - Hedging and diversifiers: Includes UVXY (volatility), SQQQ (inverted Nasdaq), SPXL (S&P 500 3x long), SPY (S&P 500 ETF), QQQ (Nasdaq ETF), and TLT (long-dated Treasuries) as potential holdings depending on signals. - Signals and triggers: Daily evaluation uses momentum and trend indicators. A key signal is RSI (a momentum measure) over short windows (e.g., 10 days) on assets like TQQQ and UVXY to gauge strength or risk. Thresholds (for example around 79–80) help decide when hedges should be favored over Nasdaq-long exposure. - Trend filter: A 200-day moving-average test (roughly, is SPY above its 200-day average?) helps determine whether the long Nasdaq tilt is in a longer-term uptrend. If conditions favor trend, Nasdaq-long assets are favored; if not, hedges or diversification rise in prominence. - Buy-the-dips logic: A sub-strategy looks for Nasdaq dip conditions (e.g., short-term cumulative returns like a drop below -6% over 5 days) and may switch to hedging assets while waiting for signals to re-enter long Nasdaq exposure. This is implemented via a separate path that can trigger a hedge-first stance or a selective re-entry into TQQQ after confirmation signals. - Top-hold filtering: At times, the strategy selects a single asset to emphasize hedging or exposure using a top-filter logic (top asset by RSI over a 10-day window), effectively choosing the most favorable hedge candidate when multiple options exist. - Weighting and rebalancing: The system aims for cash-equal weighting across the selected assets and rebalances daily, which keeps the portfolio relatively simple in terms of number of assets and trading activity. - Goals and risks: The objective is strong long-run Nasdaq gains via a leveraged vehicle, with risk mitigation through volatility hedges and diversification. However, leveraged ETFs are inherently volatile and susceptible to rapid drawdowns, especially during market dislocations; the rules are designed to mitigate but not eliminate risk. - Tax/daily-use note: The version history mentions reducing asset count and trading days for tax-advantaged or more efficient results, implying a practical simplification over earlier iterations.

Out-of-sample, this Nasdaq-tilted strategy offers higher risk-adjusted gains vs the S&P 500: Sharpe ~1.43 vs 1.32, Calmar ~1.87, and higher annualized return, with hedges and trend signals. Note: larger drawdowns in crises.