A daily trend-following strategy that buys QQQ when SPY is above its 200-day MA (or QQQ itself is above its 20-day MA). If neither condition holds, it rotates to PSQ or SHY by RSI momentum, selecting the top one. It uses a single-asset, full-weight approach with a defensive fallback when trend signals are weak.

- Everyday, the system re-evaluates where to put capital. - Step 1: Check if SPY is above its 200-day moving average. If yes, buy QQQ (long tech exposure). - Step 2: If SPY is not above its 200-day MA, check if QQQ is above its 20-day moving average. If yes, still buy QQQ. - Step 3: If neither SPY nor QQQ show positive short-term trends, move to a defensive option by choosing between PSQ (inverse QQQ) and SHY (short-term Treasuries) using a momentum screen. The momentum screen looks at RSI over a 10-day lookback and picks the one with the higher RSI (stronger relative strength). - Weighting is 100/100, meaning the chosen asset gets full allocation; there is no multi-asset split in a given signal. - Expected behavior: in up-trending markets, you’re exposed to QQQ; in choppy or down markets, you tilt toward a defensive asset that's showing relative momentum.

Low-beta, rule-based trend system that rotates to defense when trends fade. OOS data show beta ~0.06, Calmar ~0.56, and simple, single-asset allocations that help preserve capital vs SPY in choppy markets.