A weekly, rules-based mix of cash and a small set of U.S. equity ETFs. It uses trend signals (moving averages) to decide when to hold cash or invest, applies volatility-aware weights, and has an optional levered Nasdaq position for strong upswings.

Starting with cash (via a short-term Treasuries ETF) and a set of equity ETFs, the system runs weekly checks: - Check QQQ for a broad market trend: if QQQ’s 50-day average price is below its 200-day average, stay in cash (BIL). - If the market isn’t in that downtrend, test each equity sleeve (SCHG, FNDB, PRF, IUS) with short-term vs long-term trend signals. For each sleeve, if the short-term signal is weaker than the longer-term trend, favor cash; if it looks stronger, allocate to that sleeve. - Weigh the approved sleeves using an inverse-volatility approach (i.e., less volatile ETFs get more weight). - In very strong market conditions, there’s a path to place some weight into TQQQ (leveraged Nasdaq-100) for amplified exposure. - Rebalance once per week to keep the target mix in line with these rules. The intent is to avoid market declines by pulling toward cash when trends are weak, and to participate with diversified growth exposures when trends are favorable, while maintaining a risk-aware weighting scheme.

Out-of-sample, this strategy offers higher risk-adjusted returns (Sharpe ~1.26 vs 0.93) and smaller drawdowns (~8.7% vs ~18.8%), with trend-driven exposure and optional Nasdaq tilt—more resilient than the S&P 500.