A regime-rotating, Nasdaq-centric, rule-based strategy that leans on QQQ/levered/QQQ hedges plus a dividend ETF (JEPQ). Daily rebalance uses RSI/momentum filters to pick a single main holding (often leveraging Nasdaq exposure) with hedges, and a dividend anchor, aiming for upside in favorable regimes and risk-off protection when conditions deteriorate.

- It rebalances every day, using a decision tree of market regimes to choose a single instrument (or a tightly grouped set) to hold. - The main candidates rotate among QQQ-related products (QQQ, TQQQ, SOXL, SQQQ, PSQ) and a dividend-focused ETF (JEPQ), plus hedges/bonds/volatility tools (TMV, TMF, TLT, IEF, BIL, UVXY, SPXU, UUP). - Market regimes are defined by simple checks (e.g., overbought or oversold readings, momentum via moving averages, and price relationships to SPY). Examples: • Overbought S&P: favors buying JEPQ (dividend income) while defending against run-ups in tech by using a bottom-ranked RSI signal to pick a candidate. • Bear market / high inflation: leans into Nasdaq hedges and LETF baskets (e.g., TQQQ, SQQQ, PSQ) depending on RSI and momentum signals. • Defense/Modified: emphasizes defensive exposure through JEPQ and related hedges. • Risk-off / rising rates: uses TMV (bearish on long-duration bonds) and related hedges to reduce equity exposure. • Risk-on / falling rates: may favor long-dated leveraged assets (TMF-like exposure) and selective Nasdaq bets. - Weighting is typically 100% into the selected asset (the framework shows “weight 100/100,” sometimes with a percentage-based weight method). “wt-cash-equal” indicates cash-like allocation logic within the decision blocks. - The dividend angle comes from including JEPQ, which provides yield via an income strategy embedded in a Nasdaq premium-income ETF. - The overall aim is to capture upside in Nasdaq tech with leverage when regimes look favorable, while adding hedges and income when conditions look riskier. - Caveats: high complexity, reliance on numerous ETFs with leveraged and inverse exposures, and daily turnover can amplify risk and costs. This is a regime-rotating, tilt-toward-Nasdaq framework with a dividend anchor, not a simple buy-and-hold or classic indicator system.

Regime-rotating Nasdaq strategy with a dividend anchor (JEPQ) and hedges. Out-of-sample annualized return ~36% vs ~25% for the S&P; Calmar ~1.54. Seeks higher upside with risk controls via daily regime checks and selective leverage.