A daily-rebalanced, Nasdaq-tilted tactical strategy that rotates between QLD, QQQ, QID, SSO, SPY, and TLT using QQQ RSI, SPY’s 200-day trend, and short-term momentum signals to decide when to ride Nasdaq leverage, hedge with inverse Nasdaq, or shift to defensive exposure.

- The strategy is rebalanced daily and aims to be fully invested (cash-equal approach). - It uses several signals to decide which ETF to hold: 1) If QQQ’s 10-day RSI is above 81, it buys QID (a two-times inverse Nasdaq ETF) to hedge against a potential Nasdaq pullback. 2) If QQQ’s RSI is not above 81, it compares QQQ and QLD (the 2x Nasdaq) on 5-day momentum and holds the stronger performer. 3) It checks whether SPY is above its 200-day moving average (an uptrend signal). If yes, it tends to favor Nasdaq long exposures; if not, it shifts toward defensive assets (like QID or bonds via TLT). 4) There are additional deeper branches that respond to short-term oversold readings (e.g., QQQ RSI below 30) and other momentum/price relationships to tilt between QLD, SSO, QQQ, and QID. - The assets used are QQQ (Nasdaq-100), QLD (2x Nasdaq-100), QID (inverse Nasdaq-100), SSO (2x S&P 500), SPY (S&P 500), and TLT (long-duration Treasuries). - The objective is to capture Nasdaq upside with leverage when momentum is favorable, hedge Nasdaq risk with inverse exposure when signals indicate overbought conditions, and use a bond hedge in risk-off environments. - Risks include levered/inverse ETF behavior, potential high turnover costs, and sensitivity to precise timing; this is not guaranteed performance and should be understood as a tactical, not a buy-and-hold, approach.

Out-of-sample return ~49.6% vs S&P ~23%; Nasdaq-momentum with hedges offers bigger upside. Calmar ~1.53, Sharpe ~1.42. Higher drawdowns (~32% vs ~19%), but stronger risk-adjusted upside when markets rally.