Daily, signal-driven Nasdaq-dip strategy using QQQ, TQQQ, SQQQ, and FLOT. Uses short-term momentum and RSI signals to decide when to tilt bullish, bearish, or defensive, with a floating-rate bond sleeve for risk control.

- Every day the system starts with an equal split across the eligible pieces (QQQ, TQQQ, SQQQ, FLOT). - It first checks very short-term momentum: if the 1-day return of TQQQ is greater than a rough threshold (about 5%), the rules favor using hedging signals and may tilt toward SQQQ or reduce Nasdaq exposure to protect against a sharp move against the position. - If that quick momentum rule isn’t met, the system looks at a momentum gauge (RSI) over a 10-day window on Nasdaq-related signals. If RSI readings indicate extreme conditions (roughly overbought or oversold), it nudges the exposure toward hedges (SQQQ) or toward the flyweight bond sleeve (FLOT) to dampen risk; if RSI shows a more balanced state, it may favor the Nasdaq-long side (QQQ/TQQQ). - There are conditional checks that compare short-term performance of QQQ, TQQQ, and SQQQ, and also consider the more extended 5-day view. In some cases, the system will prefer a long Nasdaq tilt (via TQQQ or QQQ) when the dip looks ready to rebound, while in other cases it will lean into the bear side (SQQQ) or into FLOT as a ballast when risk feels elevated. - The position adjustments happen daily, and weights are refreshed to keep the active components balanced. FLOT serves as a “risk-off” ballast, intended to hold up when equities wobble or when rate-sensitive assets should shine. The outcome is a dynamic blend designed to buy dips in Nasdaq while using hedges and a safe sleeve to control drawdown.

Dynamic Nasdaq-dip strategy with hedges (SQQQ) and FLOT ballast aims to capture rebounds while controlling risk. OOS: ~22.6% annualized return vs SPY 23.29%; Calmar ~1.0; Sharpe ~0.80 vs ~1.40— a diversification tool in volatile markets.