A daily-rebalanced, two-ETF strategy using TQQQ (long Nasdaq-100) and SQQQ (inverse). It follows a trend filter (price vs 20-day MA) and momentum checks (RSI with thresholds around 80 and 30) to decide whether to hold, hedge with SQQQ, or stay in cash. Objective: ride uptrends while reducing risk during overextended moves, with equal-weight allocations among chosen positions.

- Every day, decide where to place your capital between two leveraged ETFs: TQQQ (long Nasdaq 100) and SQQQ (inverse of Nasdaq 100). - Trend check: See if TQQQ’s price is above its 20-day moving average. If yes, the market is considered to be in an uptrend. - Momentum check: Look at the 14-day RSI (relative strength index) to gauge how strongly the asset has moved recently. Very high readings indicate overbought conditions and higher risk of a pullback. - Decision rules in plain terms: 1) If TQQQ is in uptrend (price > MA20) and momentum isn’t extreme, lean toward holding TQQQ. 2) If momentum is extremely high (RSI above 80) or if other RSI-related checks trigger, tilt away from TQQQ toward SQQQ (or cash) to reduce risk. 3) If conditions aren’t favorable for TQQQ (e.g., not above MA20 or risk signals triggered), switch toward SQQQ (or cash). - Weighting: When a decision is made, the system aims to spread exposure evenly across the chosen positions (cash-equal weighting). - Rebalance cadence: Daily. Each day you reassess the trend and momentum, then adjust holdings accordingly. - What this means for you: In rising markets, you’ll typically be in TQQQ (long Nasdaq with leverage). If momentum becomes extreme or the trend weakens, you’ll reduce long exposure by moving into the inverse ETF (SQQQ) or cash to protect against a pullback. It’s a two-asset, momentum-trend hedge with frequent rebalancing. - Important caveats: Leveraged ETFs can amplify losses as well as gains, especially with daily rebalancing. Transaction costs and tax considerations matter, and this approach requires careful risk monitoring.

Out-of-sample, this two-ETF system uses trend and momentum to ride Nasdaq rallies while hedging risk. It targets ~27.69% annualized return vs ~23.35% for the S&P, with lower beta and Calmar ~0.56, but higher drawdown (~49%).