Daily-rebalanced, multi-asset system using QQQ-focused momentum and RSI-driven signals to pick among leveraged ETFs (e.g., TQQQ, TECL) with volatility hedges (UVXY, SQQQ) and a treasury/bond/defensive tilt (TLT, TMF, BTAL, XLP, DBC). High-risk, complex, requires careful risk controls.

- Daily rebalance among a core set of ETFs, with a heavy emphasis on QQQ-oriented bets (via TQQQ and TECL) when momentum looks strong. - Signals come from momentum and trend indicators such as RSI (relative strength index) over various lookbacks (roughly 6–15 days) and price vs moving averages (MA/EMA). - A relative-strength ranking is used to select a subset (often 2) of the strongest assets to hold, with a bottom-or-top selection depending on the node. - Volatility hedges are used to protect during spikes or selloffs (UVXY, SQQQ as volatility/short exposure). - A bond/defensive sleeve (BND, TMF, TLT, IEF, SHY, BTAL, XLP, DBC) is woven in to diversify risk and provide downside buffers when signals indicate risk is rising or when momentum turns negative. - The strategy tests multiple sub-strategies (Bull, Bear, Bear Market, Bearish variants) and variants of QQQ-centric approaches (e.g., v2.0 QQQ Bull Baller, 2011 mods) to adapt to different market regimes. - Overall, the system aims to ride upside momentum with leveraged equity/technology exposure while hedging and tilting to bonds/defensive sectors when risk is high. - Hedge and defense decisions may involve reallocation into non-equity assets or inverse/volatility instruments to limit drawdowns. - The structure is highly conditional, with many nested if-else blocks, and uses different signal filters (like moving-average-return thresholds, cumulative returns, and volatility checks) to decide whether to stay long, hedge, or switch bets.

Out-of-sample, this strategy targets tech leadership with hedges, delivering ~54% annualized return vs SPY ~23%, with a positive risk-adjusted profile (Calmar ~0.8). Note higher drawdowns (~67% max) and volatility, managed by disciplined risk controls.