A regime-aware, rule-based long-term portfolio using QQQ, BOTZ, QLD, PSQ, SPY, SH/SHY with RSI and trend signals to tilt between growth and hedging. No fixed rebalances; uses a 12% drift tolerance and a cash buffer to adapt to bull and bear markets.

- What it holds: primarily QQQ (tech), BOTZ (AI/robotics), QLD (2x QQQ), plus hedges PSQ (short QQQ) and SH/SHY (short S&P 500 variants and short-term bonds). A cash cushion is kept as a reserve. - How it decides where to put money: it uses a decision tree based on signals from RSI (10-day lookback) on QQQ, a price-trend check on SPY against its 200-day moving average, and a momentum ranking (cumulative return over a short window, around 5 days). - Key signals: 1) If QQQ’s 10-day RSI is over 81, the system considers hedging with PSQ (betting QQQ could pull back). 2) If SPY is above its 200-day moving average (an uptrend cue), it chooses between QQQ and BOTZ based on which has performed better recently (top by cumulative return over the last 5 days). 3) If QQQ’s RSI is under 30 (QQQ very oversold), it adds exposure to QLD to seek amplified upside when a bounce occurs. 4) In parallel, if SPY’s RSI is under 30 on its own signal, the strategy may tilt toward SPY or hedge, depending on the nested rules. 5) If none of the above trigger, the plan keeps cash allocated equally (cash-equal weighting) among the potential targets, effectively staying defensive and ready to deploy when signals flip. - Rebalancing: there is no fixed schedule (rebalance: none). Exposure can drift, with a corridor width of about 12% (rebalance-corridor-width 0.12) allowing some tolerance before adjustments are made. - Goal: capture upside in tech/AI during favorable regimes while using hedges and cash to limit downside when signals indicate risk.

Out-of-sample return: 35.3% vs 21.9% for S&P; Calmar 1.42 and Sharpe 1.33 indicate strong risk-adjusted upside, driven by regime-aware AI/tech tilts and hedges with a cash buffer.