A rules-based Nasdaq-tilt strategy using TQQQ as core exposure, with daily rebalancing plus hedges (UVXY, TMF, SQQQ, EDV) triggered by momentum signals and SPY's trend. Includes a dynamic tech-name group and a defensive overlay.

Start with a Nasdaq-100 tilt using TQQQ as the core long exposure. When momentum looks extreme (overbought signals), shift funds into hedges like UVXY (volatility) or TMF (long Treasuries) based on momentum and moving-average checks. When momentum is oversold (low RSI), look to buy the dip with Nasdaq-related instruments such as TQQQ or TECL, and sometimes rotate into a broader Nasdaq group (A Better QQQ) of big tech names. If the broad market (SPY) is weak enough to fall below its 200-day average, move toward hedges or a defensive stance (e.g., SQQQ or EDV). The system rebalances daily, allocating among TQQQ, SQQQ, UVXY, TMF, TECL, QLD, EDV, SPY, QQQ, and a curated tech group, with an aim to capture upside in a rising Nasdaq while providing protection during pullbacks. The “A Better QQQ” block emphasizes a dynamic subset of big-tech names (MSFT, AAPL, AMZN, NVDA, etc.) within the Nasdaq framework.

Rules-based Nasdaq-tilt with hedges seeks to beat the S&P 500. In out-of-sample data, it shows ~93% annualized return vs ~29% for SPY, Sharpe ~1.39, and Calmar ~3.28. Higher upside with built-in risk controls, but larger drawdowns (~28% vs ~14%).