A daily, rule-based rotation between AFRM stock and TQQQ. It uses AFRM’s 3-day return to pick: if AFRM >3%, go with TQQQ; if AFRM < -1%, go with AFRM; otherwise go with TQQQ. It starts from a cash-like base and rebalances every day. High leverage and quick signals mean higher risk and volatility.

Plain-English description of the decision logic: - The system uses a simple two-asset rotation: either AFRM or TQQQ. It starts from a cash-like base (the code is labeled as a cash-equal weight step, which means the framework keeps liquidity available or divides weight evenly when possible). - It looks at AFRM’s performance over the last 3 trading days (a 3-day window). It calculates the cumulative return of AFRM over that window (i.e., how much AFRM has gained or fallen in the last 3 days). - If AFRM’s 3-day return is greater than 3% (signal: AFRM up a bit more than 3% in 3 days), the rule says: shift all or most of the position into TQQQ (the leveraged Nasdaq ETF). In other words, when AFRM has shown strong recent momentum, the strategy bets on broader tech/ Nasdaq strength by buying TQQQ. - If AFRM’s 3-day return is not above 3%, the strategy then checks a secondary condition: if AFRM’s 3-day return is less than -1% (i.e., AFRM has dropped more than 1% in the last 3 days), the rule says: switch into AFRM stock. - If AFRM’s 3-day return is between -1% and 3% (i.e., neither strong up nor strong down), the rule defaults back to TQQQ. - The decisions are evaluated and the position updated daily (daily rebalance). - In practice this creates a simple double-check: very strong AFRM gains → go risk-on with TQQQ; moderate/weak AFRM moves → favor AFRM; otherwise still favor TQQQ. The use of a three-day window and fixed thresholds (3% and -1%) is a lightweight momentum-style signal biased toward short-term AFRM performance to pick between a single stock and a leveraged tech ETF. - Important: TQQQ is a highly volatile, leveraged instrument. The strategy’s use of it means higher potential gains and higher potential losses. AFRM is a single stock with company-specific risk. The daily rebalance and the thresholds imply a fairly responsive but simple rule-based approach, not a fundamental or long-term value strategy.

Out-of-sample AFRM/TQQQ rotation delivers higher risk-adjusted gains vs SPY: ~75% annualized return, Sharpe ~1.19, alpha ~0.25%, vs SPY ~18% return and Sharpe ~1.02. Drawdowns ~49%—for risk-tolerant, momentum-focused investors.