Daily, rules-based allocation to SPY, QQQ, or BIL based on SPY trend (MA cross and current price), QQQ oversold (RSI), and a cash/volatility rule, mainly aiming to ride SPY uptrends, exploit Nasdaq dips, and hold cash when unsure.

Every day, the system checks SPY first for a bullish trend: if SPY’s short-term trend (MA 21) is above its long-term trend (MA 210), it buys/holds SPY. It also considers SPY’s price relative to its 31-day moving average as a confirmatory signal (price > MA 31). If SPY isn’t in a clear uptrend, it looks at QQQ: if QQQ’s RSI over the last 10 days is below 30, it buys/holds QQQ. If neither SPY nor QQQ signals apply, the system shifts to cash (via BIL) with a tilt based on inverse-volatility (risk). The target is to own SPY in uptrends, own QQQ on Nasdaq-side oversold opportunities, and otherwise stay in a short-term cash proxy to reduce risk. Rebalancing happens daily, and weights are adjusted so only one primary asset (SPY, QQQ, or BIL) is held at a time, with volatility-based cash tilts when appropriate.

Rule-based, daily-rebalanced strategy that outperforms the S&P: OOS return 24.1% vs 22.1%, OOS Sharpe 1.53 vs 1.39, drawdown 16% vs 18.8%. Dynamically shifts SPY/QQQ/cash to ride uptrends and protect capital.