A rule-based, cash-conscious multi-asset portfolio balancing Nasdaq-driven growth (via QLD) with defensiveAssets (bonds, consumer staples, dividends) and a currency hedge, using RSI and volatility signals to tilt exposure while avoiding calendar-based rebalancing.

A fixed, cash-based framework that evaluates signals from several ETFs. It starts by checking if Nasdaq-related QLD looks oversold (RSI below 28) to tilt toward QLD. If not, it shifts toward defensive equities (XLP, KXI, VIG) or keeps cash. It also monitors volatility and trend through windows on SPY, QQQ, IEF, TLT, and uses USDU for currency hedging. Two inner lanes exist: Dips (buying potential pullbacks) and Bets (riskier momentum plays, e.g., QLD vs QQQ or bonds vs equities). Rebalancing is not calendar-driven; changes occur when signals fire, with a strict cash base to preserve liquidity. The mix includes widely traded ETFs like QLD, SPY, IEF, TLT, XLP, KXI, VIG, USDU, plus a few global staples exposures. The overall aim is growth through Nasdaq exposure when conditions look favorable, tempered by bonds, dividends, staples, and USD hedging to limit drawdown. Important caveats: levered ETFs magnify moves; code-level rules are complex and require careful interpretation and testing; this is not a guaranteed path to profits and should be understood as a framework rather than a guaranteed algorithmic strategy.

Out-of-sample, this strategy delivers higher risk-adjusted returns (OOS Sharpe ~1.70 vs SPY ~1.50), far smaller drawdowns (9.8% vs 18.8%), and lower beta (~0.65) with Calmar ~2.14. Nasdaq growth with defensives and cash offers steadier upside vs the S&P 500.