Aggressive core-and-hedge system: long TQQQ in uptrends, but swaps into inverse QQQ, Treasuries, cash-like funds, or volatility trades when markets overheat or weaken. Uses trend filters and RSI “hot/cold” signals to dial risk.

Core holds TQQQ (triple‑Nasdaq). If the S&P 500 (SPY) is in an uptrend (price above its 200‑day average), it stays long unless QQQ looks overheated (RSI, a 0–100 “hot/cold” score, >80) — then it hedges with PSQ (inverse QQQ). If trends weaken, it buys only deep dips or goes to cash/bonds. Separate sleeves rotate Treasuries (TMF/TMV/TLT/BND), add volatility hedges (VIXY/UVXY) when markets run too hot, or use SVXY/VTI/BTAL based on trend.

Out-of-sample, this strategy compounds far more than the S&P 500: ~49.6% annualized vs ~16%. Sharpe ~1.16 vs ~0.83, Calmar ~1.80, and a disciplined hedging framework that reduces risk through regime-based exposure shifts.