A cash-equal, regime-aware, Nasdaq-centric strategy that rotates between Nasdaq longs (QQQ, TQQQ), Nasdaq hedges (PSQ, SQQQ), and bond/defensive hedges (TLT, TMV, TMF, BIL, IEF) guided by RSI, moving averages, and price trends. It uses modular baskets to adapt to uptrends and risk-off periods, aiming to maximize Nasdaq upside while limiting drawdown through mechanical hedges and equal-weight allocation.

- The model considers many ETFs (QQQ, TQQQ, PSQ, SQQQ, QQQ; SPY; UPRO, SPXU; UVXY; TLT, TMV, TMF; BIL, IEF) and groups them into baskets aligned with market regimes (growth/tech tilt, bear-market hedges, defense, etc.). - It uses a cash-equal allocation method (wt-cash-equal) to distribute a fixed cash amount across top assets selected from each group. - Each asset is selected by ranking filters such as RSI (relative strength) and moving-average performance across chosen windows, or by price relations (current price vs moving averages). Often the strategy picks one top asset per sub-strategy (select-n = 1, top/bottom sorts). - The approach is modular: there are dedicated clusters (e.g., a long Nasdaq focus via TQQQ/QQQ, a Nasdaq hedged stance via PSQ/SQQQ, bear-market and high-inflation baskets using TMV/TLT/TECL/SOXL/etc, and defense via UUP/UPRO/SPXU-like controls). - The system contains many nested conditional nodes that decide which group to deploy based on indicators (RSI thresholds like overbought/oversold signals, crossovers of moving-average returns, and price thresholds). - Rebalancing uses fixed-day windows to capture regime shifts while avoiding overtrading. Practical effect: in favorable tech markets you’ll see Nasdaq exposure with some allowance for hedges; in stressed regimes you’ll see shifts into bond/volatility hedges or inverse Nasdaq ETFs to reduce drawdown risk. - The end result is a diversified, cash-equal, regime-tuned portfolio that aims to exploit Nasdaq strength while controlling risk through mechanical hedges, all designed to be cash-based and KM-friendly (K-1 considerations noted).

Out-of-sample, this Nasdaq-centric, regime-aware strategy targets far higher growth than the S&P 500 (≈64.5% vs 25.2% annualized) with disciplined hedging and a Calmar ~1.70. Expect larger drawdowns, but stronger upside potential.