A daily-rebalanced, Nasdaq-focused levered-ETF strategy that mostly buys QLD but hedges with bonds or inverse Nasdaq (QID/SSO) when momentum or trend signals warn of risk. The approach combines RSI momentum and SPY 200-day trend checks to switch assets.

What it does in plain terms: - You want exposure to the Nasdaq through a leveraged product (QLD) most days. - Each day, the strategy looks at a few signals to decide what to hold: 1) Is the market behaving like a healthy uptrend? (SPY price vs 200-day moving average) If yes, you keep Nasdaq exposure unless QLD looks extremely overbought (RSI > 79), in which case you move into bonds (TLT) to reduce risk. 2) If the market is not in uptrend (SPY below its 200-day MA), the strategy runs a more defensive set of checks across QLD, QID, SSO, SHY and BSV, selecting a single asset with the strongest momentum signal (low or favorable RSI patterns over roughly 10–12 days) and weighting it more (about 88% of capital) while keeping some cash or a secondary instrument as a buffer. The selection uses a bottom-filter approach (prioritizing the asset with the lowest RSI among candidates) and may choose between direct Nasdaq exposure (QLD), inverse Nasdaq (QID), or an ultra-S&P exposure (SSO) plus bond exposure (SHY, TLT, BSV) depending on momentum and trend. - Daily rebalance means the position can shift at the end of each trading day, rather than intraday. - The strategy intentionally uses leveraged ETFs, so returns can be amplified and risk of drawdown larger; it aims to balance upside with defensive hedges during weak markets. - Tactically, the plan is: stay long Nasdaq when conditions are favorable, flip to bonds or inverse Nasdaq when momentum/trend signals indicate risk, and always rebalance to a single asset (with a bias toward the selected asset).

Out-of-sample, this Nasdaq-levered strategy aims for far higher upside: ~47.9% annualized return vs ~22.5% for the S&P. It uses momentum/trend hedges and delivers a Calmar ~1.30, with risk managed but drawdowns can be higher.