A daily, high-risk, levered tech tilt (TQQQ) that flips into hedges (LABD) or cash/bonds based on short-term momentum and volatility signals; aims for big upside with quick risk-off switches, but is highly volatile and turnover-heavy.

On every trading day the strategy chooses one asset to hold, from a small set: primarily TQQQ (levered tech), with hedges like LABD (biotech bear 3x), and cash/bond proxies (BIL, TMF, IEF, TLT, etc.). The choice is driven by a nested set of tests. First, it checks if TQQQ looks extremely overbought (10-day RSI > 79). If so, it tends to move into LABD or related hedges. If not, it moves through a “Normal market” or “Huge volatility” branch that weighs short-term performance and risk (e.g., cumulative returns, max drawdown, standard deviation) to decide whether to stay in tech exposure or shift toward cash/bonds. A separate “Mean Rev” pathway uses shorter-term RSI (e.g., RSI(TQQQ, 10d) < 32) and other signals to rebalance toward TQQQ when conditions imply a potential rebound. There are explicit checks comparing bond proxies (BND, TMF, IEF, TLT) against stock proxies (QQQ, SPY) to drive shifts toward risk-off assets under certain thresholds. The system rebalances daily, and the weights are typically 100% in the chosen asset within a given branch, meaning no partial allocations across multiple assets in a single decision. In practice, the strategy attempts to exploit big upside moves in tech via TQQQ while using LABD and cash/bond proxies to mitigate downside risk during overextended or volatile periods. Because of the use of 3x leveraged ETFs and daily rebalancing, this strategy is extremely aggressive and may incur large drawdowns and rapid turnover.

Leverage-tech upside with hedges. OOS: ~20.7% annualized vs SPY 22.2%; higher drawdown (42% vs 19%); lower risk-adjusted Sharpe (0.63 vs 1.31). Best for risk-tolerant growth seekers needing diversification, not a SPY substitute.