A Nasdaq-100–focused, rule-based strategy that shifts between growth exposure (QQQ) and hedges (TLT, IEF, SHV, GLD, PSQ, QID, QLD) using trend and momentum signals to navigate bull and bear periods. It aims to ride up moves but protect against downturns with systematic hedging.

- Purpose: manage risk while staying invested in the Nasdaq-100 (QQQ) when markets cooperate, and reduce drawdowns during downturns. - Market regime checks: The system uses broad market signals (notably SPY and QQQ) and a 200-day moving average condition to judge whether the market is in an uptrend. If the market looks weak, the model leans toward hedges or safer assets rather than pure equity exposure. - Momentum signals: Short-term momentum (for example, RSI over 80 on a 10-day window) triggers shifts toward safety (e.g., TLT, or even cash-like behavior), while different RSI thresholds guide exposure to levered or inverse ETFs (e.g., QLD for more growth, PSQ/QID for hedging). - Asset selection: A small set of assets is evaluated (including QQQ, SPY, TLT, IEF, SHV, GLD, QLD, PSQ, QID, BSV, SMH). The strategy often selects the top asset by RSI within a window (e.g., top 1 by RSI over 10 days or 60 days) and allocates to it. - Bear-market safeguards: A dedicated bear-market module looks for regime stress (e.g., harsh momentum signals or drawdown metrics) and shifts weight toward hedges such as long-term Treasuries or inverse ETF positions to reduce risk and potential losses. - Cash and weights: The structure includes cash-equal weight steps to ensure there is a robust cash/near-cash buffer, with weights then assigned to the chosen asset(s) according to the decision path. - Outcome spectrum: In favorable markets, you’ll see exposure concentrated in growth-oriented assets (QQQ, possibly QQQ-related levered plays). In stressed markets, the model tilts toward Treasuries (TLT, IEF, SHV), gold (GLD), and hedged equity (PSQ, QID), sometimes using a top RSI screen to pick the best-performing hedge. - Practical note: This is a backtested, rule-based framework drawn from historical regimes. Real-world results depend on timing, costs, liquidity, and how strictly the conditions trigger trades.

Out-of-sample, this Nasdaq-100 strategy delivers higher risk-adjusted returns than the S&P 500: ~33.8% annualized vs ~18.3%, Sharpe ~1.18 vs ~1.09, Calmar ~1.44. It uses trend, momentum, and hedges to ride rallies and limit losses.