A daily-rebalanced, regime-switching strategy centered on QQQ that shifts between Nasdaq-100 exposure and Treasuries/inverse ETFs to protect against drawdowns, using RSI and price-trend checks to determine when to stay long or hedge. It combines growth with defensive hedges and a cash-like base.

A core long position in Nasdaq-100 (QQQ) is evaluated daily against market momentum signals. If QQQ looks strong relative to SPY and broad-price trends, the model adds or maintains QQQ exposure. If momentum weakens or risk signals trigger, it rotates into hedges such as long-duration Treasuries (TLT), mid-term Treasuries (IEF), short Treasuries (SHV), or inverse/levered QQQ ETFs (PSQ, QID, QLD) based on which asset shows the strongest negative or positive momentum. The system uses RSI readings and moving-average tests to gauge relative strength and trend, plus cumulative-return screens to catch drawdowns. A special “Bear Market Sideways Protection 2008 Edition” path de-risks further when signals indicate a choppy or down market. A cash-equal wrapper helps keep balanced risk. All allocations are adjusted daily.

Regime-switching QQQ strategy with hedges (Treasuries/inverse ETFs) aims for higher upside with disciplined risk. OOS annualized return ~24%, Calmar ~1.04, and solid risk-adjusted appeal versus the S&P, with downturn protection in choppy markets.