A daily tactical strategy that uses short-term RSI on a leveraged tech bet to trigger a two-asset tilt, with risk controls and a trend-based defensive fallback; aims to capture oversold rebounds in high-beta tech while protecting capital with defensives when trend turns favorable or uncertain.

The strategy runs every day. It first checks a very short-term momentum signal on a big tech bet (a 3x Nasdaq ETF). If that signal says the market is very oversold, it picks the two most volatile tech-leaning levered ETFs from a list and allocates to them. It also applies extra momentum rules to adjust how much goes into each, including a potential tilt toward QQQ or toward certain sectors. If the oversold signal isn’t there, it checks whether the market is in an uptrend (price above a long-term average). If yes, it shifts into one defensive asset with the lowest short-term weakness among a basket of bonds and defensive sectors. If not, it defaults to a safe short-term bond ETF (BIL). The approach uses two kinds of signal logic (volatility-based and RSI-based) and keeps some cash exposure as part of risk control. The intent is to ride oversold rebounds in a high-risk sleeve while preserving capital with defensives when conditions favor safety. It relies on a mix of popular tickers (like TQQQ, UPRO, QLD, TECL, SOXL, ROM) and practical proxies (QQQ, XLK, SPY, BIL, TLT, LQD, etc.).

Out-of-sample results indicate this tactical RSI/volatility strategy delivers better risk-adjusted returns than the S&P 500 by capturing oversold tech rebounds with two levered ETFs and defending with defensives when trends turn.