A daily-rebalanced, QQQ-centered strategy that blends bullish bets with a multi-asset hedging framework (volatility, dollar, and gold), using layered risk and momentum checks to switch among QQQ, leveraged QQQ, and hedges.

- It targets QQQ as the main long exposure. Daily, it runs a large set of checks to decide whether to stay with QQQ, add leveraged QQQ bets (like TQQQ), or move into hedges. - If risk signals are high, it may tilt toward hedges that rise when volatility spikes (UVXY) or toward safe-haven assets (UUP, GLD). - If signals look favorable, it increases exposure to bullish bets on QQQ (and sometimes levered versions), allocating most of the capital to the bullish side (e.g., around 85% of the intended weight in some paths). - The system uses a mix of momentum, price trend, and risk metrics (like drawdown and volatility) across several windows (short-term and long-term) to inform decisions. - Assets involved include QQQ, UVXY, TQQQ, SPXL, SPY, UUP, GLD, SPY, and sometimes TMF as a risk metric reference. The net result is a dynamic QQQ-focused strategy that tries to stay ahead of risk while chasing upside.

Dynamic QQQ‑focused strategy with hedges aims to beat the S&P 500 on risk‑adjusted terms: OOS return ~35% vs ~22%, Sharpe ~1.76 vs 1.29, Calmar ~2.0, drawdown ~17.7% vs ~18.8%, beta ~0.42.