A two-step, rule-based tactical strategy that switches between cash-like safety (BIL) and a leveraged semiconductor bet (SOXL) based on SPY’s trend (price vs 200-day MA) and QQQ momentum (RSI across multiple lookbacks). When SPY is strong, stay in BIL; when SPY isn’t strongly up, rely on oversold signals in QQQ to trigger a SOXL position; otherwise stay in BIL.

A step-by-step lay explanation: - Step 1: Check SPY’s price today against its 200-day moving average (a long-term trend gauge). - Step 2: If SPY is above the 200-day average (the market is in a longer-term uptrend), park all cash in BIL (short-term Treasuries). - Step 3: If SPY is not above the 200-day average (trend less favorable), look at QQQ’s momentum using RSI across five lookback periods: 5, 10, 20, 40, 80 days. For each window, if QQQ’s RSI is below a threshold (respectively 15, 30, 35, 40, 45), allocate 100% to SOXL (the 3x leveraged semiconductor ETF). - Step 4: If none of the RSI checks trigger, stay in BIL (cash). - Step 5: No ongoing rebalancing—this is a single-position decision per period. Meaning: either you’re in SOXL or in BIL, based on the rules above. The main idea is to be defensive when SPY shows strength (through the trend filter) and to take a high-risk, high-reward semiconductor bet only when tech momentum looks oversold across multiple time frames. Tickers involved: SPY (S&P 500), QQQ (Nasdaq-100 tech exposure), SOXL (3x semiconductor bulls), BIL (short-term Treasuries). The strategy’s overall flavor is tactical, with a single-asset-at-a-time stance and no rebalancing in between signals.

Out-of-sample, this rule-based strategy shows on-par to higher upside with defined risk: 21.83% annualized return vs SPY 21.57%, Calmar ~0.94, via a disciplined cash-or-SOXL tilt. Diversifies SPY exposure with tech upside potential.