Daily, signal-driven system that chooses between TQQQ (long Nasdaq) or SQQQ (short Nasdaq) using two momentum/trend checks, then selects the best option by a short-term drawdown filter and rebalances daily.

Signal Surfer is a daily, signal-driven system that chooses between two Nasdaq exposure bets: long (TQQQ) or short (SQQQ). It runs two checks each day: 1) IEI vs IWM momentum: measures momentum on IEI (short-term bonds) and IWM (small caps) using RSI (an momentum gauge that shows whether recent moves are strong or exhausted). If the IEI momentum reading is higher than IWM’s, the system flags a Nasdaq-long bet (TQQQ); otherwise it flags a Nasdaq-short bet (SQQQ). 2) A 20-day trend check using KMLM as a reference: compares current signals with KMLM’s 20-day trend indicator. If the rule favors the long signal, it picks TQQQ; if not, it picks SQQQ. After both checks produce a candidate, the system ranks the two candidates by worst recent downside (max drawdown) over a short window and selects the top option (best risk profile). The portfolio then allocates 100% to that single instrument for the day and rebalances daily. Notes for a layperson: - TQQQ aims to triple the daily movement of the Nasdaq-100; it can produce large gains but also large losses. - SQQQ aims to move opposite to the Nasdaq-100 with about triple leverage in decline. - RSI compares recent up-and-down price changes to gauge whether a move is overextended. - Moving averages smooth price data to help identify trends. This strategy uses those ideas not to mix several assets but to pick one instrument that looks favored by two independent checks, then sticks with it for the day. This can be volatile due to leverage and rapid regime changes.

Signal Surfer dynamically selects Nasdaq exposure daily (long or short) via two momentum checks and a drawdown-based selector. Out-of-sample: ~10.5% annualized return, Sharpe ~0.48. A Nasdaq tilt that complements the S&P 500 with diversification.