A daily, rule-based Nasdaq-centric strategy that trades QQQ and its leveraged/inverse relatives, using RSI and moving-average signals to pick a single instrument (100% weight) to hold. It includes risk-off hedges via volatility ETFs and treasury/bond proxies, with multiple branches to address overbought markets and bear/deflationary scenarios.

- The system rebalances daily and runs through a tree of rules to pick just one instrument to hold. - The main idea is to trade Nasdaq exposure (QQQ) with leveraged and inverse relatives (TQQQ, PSQ, SQQQ) to exploit momentum and mean-reversion signals. - It uses momentum/relative-strength signals and moving-average hierarchies to decide which Nasdaq-related ETF to hold. - There is a distinct theme called Overbought S&P: when the S&P 500 (SPY) looks overbought (high RSI), the framework leans toward selling rallies in tech and buying volatility hedges rather than chasing more upside. - Volatility exposure (UVXY) and the bond suite (TLT, IEF, BIL, TMV, SPXU, etc.) are employed to provide hedges in risk-off scenarios or to tilt the portfolio toward less-risky assets when conditions deteriorate. - Several branches explicitly model “bear market/high inflation” scenarios and propose hedged or defensive baskets (including inverse/leveraged QQQs and volatility) to protect against drawdowns. - When a signal is triggered, the algorithm selects a single asset (e.g., QQQ, TQQQ, SQQQ, PSQ, UVXY, or a bond/treasury proxy) and assigns 100% of the capital to it for that period (the “weight 100/100” pattern). - The approach is highly non-diversified on purpose, relying on conditional signals to time entry/exit into a concentrated instrument rather than constructing a multi-asset, evenly weighted portfolio. - The included tickers cover: QQQ (Invesco QQQ Trust), TQQQ (Three Times Leverage on QQQ), SQQQ (Three Times Inverse QQQ), PSQ (Inverse QQQ), UVXY (Volatility), SPY (S&P 500 proxy), SPXU (Inverse S&P 500), and bonds/defense proxies like BIL (short Treasuries), IEF (mid-term Treasuries), TLT (long-duration Treasuries), TMV (Inverse/levered long-duration proxy), and occasionally UUP/SPYX-like elements for additional context. The “Stripped Framework” names and AR numbers indicate multiple prior iterations, suggesting a long history of backtesting and refinement. The overall risk is high due to leverage and the intrinsic path-dependency of RSI/MA signals in volatile markets.

Out-of-sample, this Nasdaq-focused strategy delivers ~40.5% annualized return vs SPY’s ~25.2%, with Calmar ~1.68, signaling strong risk-adjusted gains. It hedges risk and uses a daily 100% allocation to a single Nasdaq instrument to ride momentum.