A risk-managed, signals-driven strategy that starts with SPY as the core, and dynamically rotates into tech and bonds/hedges using trend and momentum tests (moving averages, RSI, and relative strength). It includes a bear-market de-risking path with hedges (inverse/levered QQQ) and bears protection logic, aiming to avoid crashes while staying invested when conditions improve.

What the strategy tries to do, in plain language: - It starts by considering SPY (broad market) as the anchor and tests whether the market is in an uptrend using price relative to moving averages. - If SPY looks strong (price above key moving averages), the system allocates to SPY and may lean into tech exposure (XLK/QQQ) when tech momentum is favorable. - If SPY shows weakness or momentum signals deteriorate, the model steps out of pure equities and shifts toward safer assets such as treasury ETFs (IEI, SHV) and hedges against QQQ (PSQ, QID) or levered tech plays (QLD) depending on the exact signal. - One sub-branch specifically handles bear-market/sideways-market behavior (“Bear Market Sideways Protection 2008 Edition” and “Nasdaq In Crash Territory”) by intensifying de-risking, sometimes combining multiple hedges (e.g., short QQQ, long QLD, long SMH) and even selecting top performers defensively (using a short list of assets like QQQ, SMH, XLP if conditions warrant). - A recurring rule checks relative strength or momentum of tech relative to QQQ (RSI thresholds around 30) to decide whether to favor XLK or to shift into defensive assets. - The code uses a “weight” construct where cash or allocations are balanced across assets (wt-cash-equal blocks), with an overall cap of 100% exposure, but the exact exposure per asset is determined by the nested IFs. There is no periodic rebalance; the changes occur when conditions trigger. - The final strategy is named SPY Avoid All Market Crashes to reflect its central aim: minimize losses in downturns while seeking to participate in rallies when signals are favorable. Key assets involved include SPY, XLK, QQQ, IEI, SHV, QLD, QID, PSQ, SMH, and XLP, among others. Note: the description uses ETF tickers as shorthand for job-like exposure (e.g., SPY is S&P 500, QQQ is Nasdaq 100, IEI is mid-term Treasuries, SHV is short Treasuries, etc.).

Out-of-sample, this strategy outperforms the S&P 500: ~28.71% vs 23.25% annualized return, Sharpe ~1.76 vs ~1.45, and max drawdown ~10.17% vs ~18.76%, aided by adaptive hedging and bear-market protections.