A daily, rules-based Nasdaq-centric strategy that rotates between levered Nasdaq bets (e.g., TQQQ), hedges (PSQ, SQQQ, UVXY), bond/defense routes, and dividend-income ETFs to profit from Nasdaq dips and rallies while trying to generate income and limit drawdowns. It uses RSI and momentum signals to decide when to lean bullish or defensive, and it includes specialized dividend/option-income vehicles to boost yield.

- Each trading day, the system runs a nested set of rules to decide what to own, short, or hedge. It looks at a pool of Nasdaq-related assets (QQQ, TQQQ, PSQ, SQQQ, JEPQ, UVXY, SPXU, TMV, TLT, IEF, BIL, SPY, etc.) and ranks or filters them using momentum and strength metrics, mainly RSI (how overbought or oversold an asset is) and moving-average signals. - If Nasdaq conditions are favorable (not overly stretched, with positive momentum), it shifts toward long exposure in Nasdaq instruments, sometimes using leveraged bets like TQQQ to amplify potential gains. - If Nasdaq looks weak or overly stretched to the upside (high RSI, weak momentum, or divergent signals), it tilts toward hedges or volatility, using assets like SQQQ (inverse Nasdaq), PSQ (another Nasdaq hedge), UVXY (volatility spike proxy), or treasury-based hedges like TMV/TLT/IEF to protect against risk-off scenarios. - The strategy also includes dividend-oriented overlays (JEPQ and YieldMax ETFs) to generate income, trying to provide cash flow while waiting for Nasdaq to move again. - Weighting is applied to ensure the total allocation sums to the available capital (often with equal cash weighting or specific weight targets like 80/20). Some branches select only the top asset, while others distribute across several assets with different weights. - The overall objective is to “buy the dips” in Nasdaq (capture rebounds after declines) while maintaining a risk-managed, income-enhanced equity portfolio. - It is rebalanced daily, meaning the rules are re-applied every day and holdings are adjusted accordingly. - The design is modular, with sections labeled as defense, bear-market considerations, and long-term Nasdaq tilts, each containing rules about when to switch to specific hedges or income vehicles.

Out-of-sample, this Nasdaq-focused strategy targets higher upside than the S&P: 34.85% vs 23.41% annualized, Calmar ~1.20, beta ~0.52. Leveraged Nasdaq exposure with hedges and income aims for stronger, diversified returns (drawdowns can be larger in choppy markets).