A daily rotating, levered-equity strategy that uses RSI and trend checks to ride TQQQ when market momentum is favorable, but adds hedges (UVXY, SQQQ) or alternative exposures (SPXL/UPRO/TECL/TLT) when momentum is extreme or trends weaken.

In plain language: 1) It runs every trading day. It looks at several ETFs (mostly leveraged bets on stocks or sectors) and decides which ones to own that day. It tries to be mostly long, but it will introduce hedges if momentum looks overly extreme or if market conditions require protection. 2) Core rule for going long the market: SPY (the broad market) must be above its 200-day average (a basic trend check) and SPY’s 60-day RSI must be above 65. If that holds, it is allowed to take a long position in a Nasdaq-focused levered product (TQQQ) as a core bet, aiming to ride a strong up move in tech-heavy Nasdaq stocks. 3) When the momentum on TQQQ is extremely strong (10-day RSI above a high threshold, e.g., 79), the strategy starts to tilt toward hedges rather than piling into more Nasdaq buying. Those hedges include UVXY (a volatility bet that tends to rise when markets get choppier) and, in a separate branch, SPXL or even SPY as alternative large-cap exposures, depending on the exact RSI readings. 4) If SPY is in an uptrend (SPY price above its 200-day average) and other momentum signals align, you may see exposure to a broader levered equity tilt like UPRO or TECL (tech-tilted, 3x). There are also defenses that involve SQQQ (an inverse Nasdaq bet) and a treasury hedge (TLT) that can be selected as the top defensive choice when needed. A top-1 selector uses a short RSI lookback (10 days) to pick the single best defensive asset between SQQQ and TLT. 5) The mechanism of allocation is “weight equally” among the assets that pass the current set of conditions, so you end up with a concentrated, but not heavily stacked, lineup for the day. 6) The system contains nested conditions so that if certain momentum or trend tests fail, the pathway changes—it might reduce Nasdaq exposures, shift into hedges, or rotate into other levered or defensive ETFs. The overall aim is to stay long when the market is in a healthy uptrend, but to have ready hedges if momentum gets extreme or if the trend weakens. 7) Because this uses leveraged and hedged ETFs, it can swing a lot and is sensitive to short-term momentum whipsaws; it’s designed for a bold, risk-tolerant investor who is aware of the risks of leverage and inverse products.

Out-of-sample edge: Sharpe ~1.10 vs SPY ~1.01; annualized return ~67% vs ~18%. Calmar ~1.34 with max drawdown ~50% (vs ~19%). Levered, momentum-driven strategy with hedges aims for big upside with downside protection.