A daily-rebalanced, leverage-aware strategy that uses a 200-day trend test and RSI momentum signals to run TQQQ as the core long-term bet, with BIL as cash and selective hedges (SQQQ, UPRO, SPY, TLT) to reduce drawdowns when momentum or trend weakens.

What this strategy does, in plain language: - Core exposure: it aims to own TQQQ (a 3x daily bet on tech-heavy Nasdaq) for long-run upside when the market is in an uptrend. - Trend gate: it checks if TQQQ’s price is above its 200-day moving average. If yes, that supports staying invested or adding to the position; if no, it favors reducing risk (shifting toward cash). - Momentum filters: it uses momentum signals (RSI) to see if the move is getting overextended. Very high RSI readings on TQQQ or related checks can push the system toward cash (BIL) or hedges rather than more leverage. - Cash proxy: when risk controls trigger, the portfolio holds cash-like exposure using BIL (short-term Treasuries) instead of more volatile instruments. This avoids large drawdowns while keeping some liquidity for a future return to risk. - Hedging and alternatives: the rules allow moving into hedges or alternatives such as SQQQ (inverse QQQ), UPRO (3x SPY), SPY (plain S&P 500), and treasury ETFs (TLT) based on momentum and relative strength. The goal is to reduce losses during downturns while preserving the option to re-enter leverage when conditions improve. - Rebalance rhythm: the system re-evaluates and adjusts positions every trading day, not infrequently, so the allocation can adapt quickly to shifting market conditions. - Long-run intent: designed for long-term testing, with substitutions (BIL for UVXY, TQQQ for TCEL) to compare how different cash and leverage hybrids behave over time. The asset class remains EQUITIES for reporting and analysis purposes, but the actual mix includes leveraged equity, hedges, and Treasuries as dictated by the rules.

Out-of-sample, this leveraged Nasdaq strategy beats the S&P 500 on risk-adjusted return (Sharpe ~1.54 vs ~1.16) with much higher upside (116% vs 21% annualized) and built-in trend/momentum risk controls.