A daily-rebalanced, rule-based rotation around QQQ: go long QQQ/TQQQ when conditions look constructive, switch to PSQ and hedges (UVXY, Treasuries) when risk rises, and avoid SQQQ. It's tech-heavy with defensive hedges and multi-asset protection tied to RSI/moving-average signals.

The system trades every day and makes its decision using simple, rule-based signals. It looks at short-term momentum and longer-term trends for a set of ETFs (primarily QQQ and its inverse PSQ, plus hedges like UVXY and treasury ETFs). If signals indicate the market is constructive (e.g., QQQ showing strength, not overextended RSI, favorable moving-average signals), it tilts toward QQQ/TQQQ (often giving almost full weight to the top pick). If signals indicate risk is rising (overbought conditions, momentum turning down, or bear-market indicators), it moves toward hedges such as PSQ, UVXY, or treasury-based assets (TLT/IEF/BIL/TMV) and may reduce exposure to pure equity ETFs. The design explicitly excludes SQQQ, preferring PSQ as the inverse exposure. There are several thematic blocks (e.g., Overbought S&P, Bear Market defences, Defense) that guide which asset to buy or sell, and each block uses indicators like RSI, moving-average returns/prices, and crossovers to pick the single asset to hold and set its weight (often near 100%). The daily rebalance ensures the portfolio adapts to changing conditions, though it also increases turnover and complexity. Assets involved span tech exposure (QQQ, TQQQ), inverse hedges (PSQ, SPXU), volatility (UVXY), and bonds/treasuries (TLT, IEF, TMV, TMF, BIL), providing a broad, multi-asset hedge framework around a QQQ-centric core.

Out-of-sample return ~35.5% vs ~23% S&P; Calmar ~1.57, Sharpe ~1.26, beta ~0.96. QQQ-rotation with PSQ/UVXY/Treasuries hedges targets bigger upside with disciplined risk—stronger risk-adjusted performance than the S&P.