Rule-based, cash-first single-asset picker using RSI and momentum to invest in QQQ/QLD/BOTZ/PSQ/SPY/SH/SHY with no fixed rebalance; levered and inverse ETFs used for extreme moves and risk hedges.

The system starts with 100% cash. It then follows a decision tree to pick a single instrument to own (or stays in cash): - If QQQ’s 10-day RSI is very high (above 81), buy PSQ (inverse QQQ) to profit from a drop in Nasdaq-100. - If not, look at a short list of assets (QQQ and BOTZ) and pick the one with strongest 5-day momentum. - There is a trend check using SPY’s price vs its 200-day moving average; if SPY is above its 200-day average, that momentum screen may be used to select the top asset (QQQ or BOTZ) based on recent performance. - If QQQ is very oversold (RSI below 30), take QLD (2x Nasdaq-100 long). - If QQQ isn’t in the QLD path but SPY is oversold (SPY RSI below 30), SPY may be picked. - If none of the above clear signals fire, the system may default to QQQ or a fallback rule involving SHY/SH (shortish or defensive stances) based on additional RSI and momentum filters. - In all cases, only one instrument is held (or cash), and there is no fixed rebalance schedule; signals are evaluated to insert or exit a position. In short: extreme RSI → PSQ; oversold RSI → QLD or SPY depending on which signal fires; otherwise pick the top momentum among QQQ/BOTZ (or use hedges) while staying in cash unless a rule triggers.

Out-of-sample, this cash-first, rule-based strategy aims for ~32.7% annualized return vs ~22.2% for the S&P 500, with Sharpe ~1.25 and Calmar ~1.31, delivering stronger risk-adjusted upside while staying in cash until a signal fires.