A long-horizon, TQQQ-focused collection of editions using RSI momentum, a 200-day market trend filter, and volatility/ inverse hedges to time entries into leveraged tech bets, with no fixed rebalance and multiple risk profiles.

Plain-language explanation of the logic: - Market regime filter: The code checks whether the market (as proxied by SPY) is above its 200-day moving average. If SPY is above, the system treats the regime as favorable for leveraged long exposures; if not, risk-reducing moves or hedges are more likely. - Momentum signals: For each potential asset (TQQQ, TECL, SOXL, UPRO, SPXL, SQQQ, UVXY, etc.), the strategy computes a short-term momentum score using RSI (usually 10-day RSI). Very high RSI values (e.g., > 79–84) or very low RSI values prompt specific responses, such as entering a volatility hedger (UVXY) when momentum looks overheated yet a risk-off signal hasn’t fully shown up, or entering/holding 3x tech bets when momentum is strong. - Relative performance and price context: The rules often compare an asset’s current price trend to its own moving average or to a relative performance metric (e.g., cumulative return over a short window). This helps decide whether a given asset is in an uptrend or a pullback phase. - Asset selection and weighting: The code uses filters and top/bottom sorts (based on RSI and other measures) to pick the best assets within a subgroup (e.g., “Tech” group includes TECL and SOXL). When a rule passes, the strategy applies a full weight (often 100/100) to the selected asset(s); some editions include partial weights (e.g., 40% in one asset) to diversify across multiple bets. - Hedging and risk controls: UVXY (volatility) and SQQQ (inverse QQQ) appear as hedging instruments in several branches. The system tends to move toward volatility hedges when momentum signals become extreme, reducing the risk of large drawdowns in the leveraged long bets. - Editions and variation: The collection contains multiple themed editions (e.g., “Long Term Original,” “Long Term V2,” and “Minimal”) that tweak which assets are monitored, what thresholds apply, and how aggressively to allocate. This provides a menu of risk profiles under a common framework. In short, the strategy tries to ride strong growth when momentum and market trend align while stepping toward hedges when momentum or regime signals warn of a possible pullback. It’s a complex, rule-based system designed for long-horizon exposure with an emphasis on Nasdaq/tech leveraged bets, tempered by volatility hedges when signals get extreme. If you’re new to some of the tickers mentioned, think of UVXY as a tool that bets on rising market volatility, SQQQ as a bet against the QQQ/tech-heavy holdings, and TECL/SOXL/TQQQ/UPRO as highly aggressive bets that magnify tech/market moves. The actual deployment would require backtesting and careful risk management before any real-money use.

High-upside Nasdaq exposure with hedges: out-of-sample return ~65.7% vs SPY ~21.7%; Calmar ~1.32. Expect higher drawdowns (~50% vs ~19%), but risk controls aim to protect capital while capturing Nasdaq leadership.