A daily, single-asset dip-play on Nasdaq: lean into 3x levered bets (TQQQ or SQQQ) based on short-term momentum/RSI signals, with a fallback to the top YieldMax option-income ETF when directional signals aren’t strong. High-risk, high-velocity approach suited for short horizons.

- Every day, the system looks for a single instrument to hold (it weights the chosen asset 100%). - It first checks for extreme momentum signals to pick a levered Nasdaq bet: - If the 1-day move of TQQQ (the 3x long Nasdaq ETF) is above 5%, the strategy takes a bearish stance by selecting SQQQ (the 3x short Nasdaq ETF). - If the Nasdaq has shown a sharp multi-day weakness (QQQ 5-day return less than -6%), another short-term rule may trigger adjustments in the same or related assets (often still pointing toward hedging or bear exposure via SQQQ). - If none of the momentum triggers fire, the strategy then uses RSI (a momentum oscillator) signals on QQQ to tilt between long and short Nasdaq bets: - If QQQ’s 10-day RSI is above 80 (extremely overbought), it moves into SQQQ (expecting a pullback). - If QQQ’s 10-day RSI is below 31 (oversold), it tilts toward TQQQ (expecting a bounce). - If there is no clear Nasdaq-direction signal from the above, the strategy defaults to selecting the top YieldMax option-income ETF among four names (APLY, MSFO, NVDY, TSLY) based on a 40-day RSI ranking (highest RSI or strongest relative strength wins). - The selected asset is held with 100% allocation and the portfolio is rebalanced daily to the new signal. - YieldMax ETFs are intended to produce income through option-writing strategies on large-cap tech names, providing a different risk/return profile than pure levered Nasdaq bets. - In summary: the system alternates between aggressive Nasdaq bets (TQQQ/SQQQ) driven by momentum signals and a defensive income-based alternative when signals aren’t clear, all on a daily rebalancing cadence.

Target higher upside than the S&P by tactically trading Nasdaq 3x bets and YieldMax income ETFs. OOS annualized return ~31% vs SPY ~24%; disciplined signals aim for tech-driven regimes. Note larger drawdowns in adverse markets.