A daily-rebalanced, rule-based strategy that mostly bets on TQQQ (3x Nasdaq) but switches to cash or hedges (BIL, SQQQ, UPRO) based on a mix of short-term momentum (RSI) and market trend (SPY 50/200‑day averages) to manage risk.

Here’s the idea in plain language: - Every trading day, the strategy decides what portion of the portfolio to put into a few key bets and what to hold as cash or safe assets. - The main bet is TQQQ, a 3x levered bet on the Nasdaq-100. The strategy uses short-term momentum and a longer-term market trend to decide when to buy, hold, or move away from TQQQ. - It also considers related assets to hedge or diversify risk: UPRO (another 3x levered broad market bet), SQQQ (an inverse Nasdaq bet), BIL (short-term Treasuries, used as “cash” that can’t lose like a stock), and TLT (longer-dated Treasuries as an additional safety option). - Signals come from two kinds of clues: 1) Trend: Is the broad market in an uptrend? This is judged by the SPY moving average rule: if the 50-day average price is above the 200-day average price, the market is considered healthier and more exposure to equities is favored. 2) Momentum: Are prices rising quickly or getting overbought? This uses the 10-day RSI (a gauge of recent price strength) on both TQQQ and SPY. Very high readings suggest pulling back or taking profits; very low readings suggest potential buying opportunities. - Decision logic (in simple terms): - If the market looks up (SPY trend up) and momentum isn’t extreme, you tilt toward TQQQ to chase Nasdaq gains. - If momentum is extreme on TQQQ (very high RSI), or the market trend weakens, the system steps toward safer assets (BIL, or perhaps SQQQ/UPRO as hedges) to reduce risk. - When other signals point differently (for example, TQQQ momentum is weak but SPY still healthy), the strategy uses a “top asset” rule to pick a single instrument to hold, rather than spreading across many, which simplifies the exposure to one vehicle at a time. - Cash and hedging: Instead of keeping everything in volatile levered products, the method uses cash-like ETFs (BIL) to protect capital during riskier periods. It may also rotate into hedged or inverse momentum (SQQQ) or alternative leverage (UPRO) depending on signals. - Rebalancing is daily, so the portfolio can adapt quickly to changing signals. - The design is meant to test a Reddit-inspired setup for long-term backtesting, replacing UVXY with BIL and swapping TCEL for TQQQ to reflect more conservative cash proxies and a Nasdaq-leverage focus. - Important caveats: Leveraged ETFs magnify both gains and losses, and timing signals (RSI and moving averages) are imperfect predictors. The exact paths can vary a lot with small changes in thresholds or asset order.

Out-of-sample, this strategy targets Nasdaq upside with dynamic hedges: 32.7% annualized return vs SPY's 20.7%, powered by regime-aware leverage and cash hedges. Higher upside potential—balanced with drawdown risk.