A daily, signal-driven, tactical strategy that uses RSI momentum of QQQ and cross-asset RSI comparisons to switch between hedges (UVXY, QID) and leveraged tech bets (TQQQ) or treasury hedges (TMF), with XLK/KMLM as guidance, aiming to ride tech moves while protecting against drawdowns.

The strategy starts with a cash-equivalent posture but is designed to shift into specific bets each day based on momentum signals. It uses RSI (a momentum indicator that gauges how overbought or oversold a given asset is) on QQQ and on other assets (XLK, KMLM, SPY) across several short to medium timeframes. When certain RSI signals are reached, the system buys or sells various ETFs to either ride the tech rally, hedge against a drop, or take advantage of expected weakness in tech. Key instruments include: - QQQ: core tech index ETF. - UVXY: an ETF that tends to rise when market volatility spikes (a hedge against big drops). - QID: inverse/short exposure to QQQ (bets against tech). - TQQQ: 3x leveraged long exposure to QQQ (big bets on tech upside). - TMF: 3x leveraged long exposure to long-term Treasuries (a hedge or alternative risk-on/off signal). - SPY: broad market proxy. - XLK: technology sector exposure. - KMLM: a less-known ETF used as a RSI-based cross-asset signal in some rules. The rules are nested: the system tests several RSI conditions (with windows like 3, 4, 5, 6, 10, 14, 20, 30 days) and, depending on the results (greater than or less than another RSI value or RSI of another ticker), it allocates to UVXY, QID, TQQQ, TMF, or XLK-based bets. The final allocation is daily, aiming to hold a diversified mix that can swing between hedges, leveraged tech bets, and treasury hedges depending on the signals.

Out-of-sample: ~6.1% annualized return with diversification and a negative SPY beta plus Calmar ~0.16. Daily RSI-driven shifts among hedges and tech bets aim for steadier, risk-adjusted upside when the S&P chops.