Daily, tech-heavy market timer: rides uptrends with 3x ETFs (TQQQ/TECL/UPRO) and switches to hedges (SQQQ/PSQ/QID, TLT, UVXY/VIXY) when momentum overheats or the long-term trend breaks, using RSI and 200‑day average checks.

It’s a daily timing system with 5 “voting” mini-models. Each compares simple heat/trend gauges (RSI = a 0–100 speed/heat meter; 200‑day average = long‑term trend) to decide risk‑on vs risk‑off. In healthy uptrends it holds 3x growth ETFs (TQQQ=3x Nasdaq‑100, TECL=3x Tech, UPRO=3x S&P 500). In stress it flips to hedges: SQQQ/PSQ/QID (inverse Nasdaq), TLT (Treasuries), or UVXY/VIXY (volatility). Other tickers are used as gauges.

Out-of-sample, this strategy delivers much higher upside and strong risk control vs the S&P: OOS annualized return ~32.8% vs SPY ~15.4%, Calmar ~0.88, Sharpe ~0.77, with higher but managed drawdowns (~37% vs ~19%).