A daily, rules-based TQQQ-centered strategy that shifts among 3x tech, 3x S&P 500, inverse Nasdaq, bonds, and volatility based on trend and overbought/oversold signals, with most weight given to recent winners versus bonds.

It’s a daily rules-based switcher built around TQQQ (a fund that aims to triple the Nasdaq‑100’s daily move). First it checks if the S&P 500 is in an uptrend (price above its 100‑day average). In uptrends it usually holds TQQQ, but if prices look extremely “hot,” it briefly buys a volatility fund (UVXY). In weak trends it may: buy oversold rebound plays (3x tech or 3x S&P 500), or choose between an inverse Nasdaq fund (SQQQ) and bonds (AGG), depending on short‑term strength. Three sleeves (15/25/50 days) each put most money into whichever has done better recently—the strategy’s pick or bonds—plus a small baseline sleeve that just follows the core rules.

Out-of-sample edge: ~29% annualized return vs ~20% for the S&P, driven by tech-levered momentum and adaptive hedges (UVXY, SQQQ, bonds). Daily rotation targets higher growth with risk controls; drawdowns can be larger in downturns.