A daily-rebalanced, momentum- and volatility-driven mix of Nasdaq-related leveraged and inverse ETFs plus volatility hedges. Uses RSI and other screens to shift between hedged overbought bets and leveraged long/short tilts (QQQ/TQQQ/PSQ, SOXL/SOXS, SQQQ, VXX/VIX ETFs) with multiple lookbacks. High risk due to leverage and frequent regime shifts.

- On each day, the system first checks if the Nasdaq-related momentum is extremely strong using RSI on TQQQ over a 10-day window. If RSI(TQQQ,10d) > 79, it treats the market as very overbought and moves into a hedged stance: it selects the top two assets from a small overbought set (VXX, SOXS, SQQQ) based on how much they have risen recently, and allocates 75% of capital to that hedging group. The remaining 25% goes to an inverse-volatility component (VXX) to further dampen drawdowns. This creates a hedge-heavy, risk-controlled tilt during extreme momentum. - If the overbought condition is not met, the strategy probes multiple alternative setups that mix long and hedged exposures. It looks at very oversold signals and uses RSI and other momentum screens to pick one asset to overweight (for example, a blend of SOXL/SOXS/SQQQ) and another “core” exposure (often PSQ vs TQQQ or QQQ) with split weights like 70/30, 80/20, or 90/10 depending on momentum. It includes sub-screens that compare QQQ-related exposures against SPHB or other proxies and uses maximum-drawdown and RSI windows (5, 7, 10, 20 days) to guide the choice. - A separate block (the “TQQQ vs PSQ” group) rotates between leveraged Nasdaq exposure (TQQQ) and its inverse (PSQ) with dynamic splits to favor the direction that has shown stronger momentum recently. A separate “Simple QQQ” path weighs QQQ-related positions against risk-hedging or volatility signals, sometimes favoring a pure QQQ tilt (via TQQQ or PSQ) when volatility signals are calm. - A recurring hedge discipline uses VIX-related ETFs (VIXM, VIXY, VXX) with thresholds like 50–55 and lookbacks (5D, 7D, 10D, 20D) to tilt toward hedges or to pull back riskier long exposures. In practice, this means during higher volatility or regime shifts, the portfolio leans into hedges; in quieter times it tilts toward Nasdaq or tech-leaning long/leveraged bets with a strategic allocation to PSQ or QQQ depending on momentum. - The overall process yields a single daily-rebalanced, fully funded portfolio with weights summing to 100%. The design relies on a mesh of rules (RSI thresholds, relative-strength screens, lookbacks, and volatility gates) across a handful of familiar and less-common ETFs for tilt, hedging, and regime protection.

Out-of-sample edge: ~70.7% annualized return vs ~24.4% for the S&P, with a higher Sharpe (~1.59) and Calmar (~1.82). Dynamic hedges and momentum-driven tilts aim for bigger upside while controlling risk.