A daily, risk-controlled tactical strategy that tries to ride the Nasdaq-100 with 3x leverage (TQQQ) when signals look favorable, but shifts to cash (BIL) or bonds (BND/TMF/IEF/TLT) to limit losses when risk rises. It uses momentum (RSI), recent performance, and drawdown checks to decide between TQQQ exposure, cash, or bonds, with a target ~10% cash position during risk-off periods.

- Every day, the system decides where your money goes between TQQQ, cash (BIL), and bonds (BND, TMF, IEF, TLT). - If Nasdaq momentum is extremely strong and overbought (RSI of TQQQ over 79), it shifts to cash (BIL) to avoid a likely pullback. - If not in cash, it checks for signs of big volatility or risk in multiple ways (one-day gains, trend strength, drawdowns, and bond-vs-stock signals). Depending on these, it may stay in TQQQ, or tilt toward bonds, or move to cash. - There is an explicit target cash allocation of about 10% when the model signals risk-off. The remaining allocation goes to the asset(s chosen by the rules (mostly TQQQ when conditions are favorable, or bonds/cash when not). - The design uses a mix of momentum (RSI), recent performance (cumulative returns), and risk (drawdowns) to balance upside capture with drawdown protection. - The system is meant to be tuned to avoid “degenerate” outcomes (huge losses in big down markets) by preferring cash/bond hedges when risk appears elevated.

Higher upside with Nasdaq-100 leverage and built-in risk controls. Targeting ~27.7% annualized vs SPY's ~23.2%, using daily signals and ~10% cash hedges to curb losses - accept more volatility and drawdowns for potential gains.