A rule-based, cash-inclusive, multi-asset strategy that toggles between SPY, XLK, and bond proxies (TLT/SHV) based on SPY trend and QQQ RSI momentum, with no fixed rebalance schedule and a 2% corridor for changes.

Think of this strategy as a decision tree that decides what to own based on two big ideas: (1) is the market in an uptrend, and (2) is tech showing extreme momentum. If the market looks healthy (SPY above its long-term average), the system leans into equities (SPY, with an optional tech tilt to XLK). If momentum signals suggest danger or overbought conditions, it shifts toward bonds (TLT or SHV) or even cash. RSI on QQQ is used as a quick pulse check of tech momentum, with thresholds around 80 (very overbought) and 30 (oversold) guiding hedge or tilt decisions. The strategy uses multiple moving averages to confirm trends, and tries to keep some cash in the mix to reduce risk. There is no fixed calendar rebalance; adjustments occur when signals move through a narrow tolerance (about 2%). Assets involved include SPY (broad market), XLK (tech), TLT (long bonds), SHV (short bonds); QQQ is used for momentum, not directly held in this structure.

Out-of-sample this cash-inclusive strategy beats the S&P: Sharpe 1.81 vs 1.30, annual return ~30% vs ~21.7%, max drawdown ~8% vs ~19%, and lower beta, thanks to tactical, multi-asset tilts and downside protection.