A daily, rule-based rotation between leveraged Nasdaq exposure (TQQQ), a volatility hedge (UVXY), cash, and bonds, driven by momentum and regime signals to balance upside with risk.

Each day, the system asks: (1) Is Nasdaq-100 momentum extremely stretched? If RSI(10) of TQQQ is very high (above 79), buy UVXY to hedge against a volatility spike. If not, look for a 1-day jump in TQQQ (over 5.5%) which also signals volatility risk and may favor UVXY. (2) If momentum isn’t extreme but price action hints a pullback is likely (RSI(10) of TQQQ under 32), tilt toward TQQQ (mean-reversion to a more normal level). (3) If conditions look calmer, the code checks whether bonds look relatively stronger than stocks (bond RSI over stock RSI), and if so, favors cash or bond exposures (BIL, TMF, BND, IEF, TLT) rather than equity leverage. (4) If market is in a ‘Normal market’ regime, you’ll see a mixture of bond-like positioning or cash with occasional stock tilt depending on the detailed sub-conditions (max drawdown, standard deviation, moving-average checks). The assets involved are TQQQ (3x Nasdaq-100), UVXY (volatility futures), BIL (short-term cash-equivalent), QQQ, SPY, TMF (long Treasuries), BND (total bond market), IEF (mid-term Treasuries), and TLT (long Treasuries). Rebalancing happens daily, and each regime (Huge volatility, Normal market, Bond-favorable) has its own recommended weight. The overall logic is to chase upside when conditions look favorable, but to protect against sharp volatility or regime change by moving into hedges or cash and by rotating into bonds when stocks look relatively expensive or risky.

Out-of-sample annualized return ~39.5% vs S&P ~22.4%, driven by a daily rule-based rotation among leveraged Nasdaq, volatility hedges, cash, and bonds. Targets bigger upside with regime-shift risk controls—though drawdowns can be larger.