A daily, rules-based, Nasdaq-focused strategy that moves between QQQ/SPY exposure and hedges (inverse/leveraged QQQ, semiconductor bear, and bond ETFs) using RSI, moving averages, and momentum signals to navigate uptrends and bear markets while incorporating a 2008-style protection regime.

- Every trading day, evaluate a large set of rules that look at momentum, price direction, and recent performance for several assets. - If Nasdaq-related momentum and price signals look healthy, you’ll tilt toward Nasdaq exposure (e.g., QQQ). - If momentum signals weaken or the market shows signs of risk, you’ll shift into hedges or less risky assets (e.g., PSQ/QID as inverse QQQ, SOXS for semiconductor downturns, or bond ETFs like TLT/IEF/SHV). - There are dedicated blocks mimicking bear-market behavior (2008 edition) to protect when markets trade sideways with high risk of decline. - Weighting is effectively 100% invested in a single selected asset each day, with the selection driven by the rules. The daily rebalance means you could be in a different asset the next day if conditions change. - The strategy uses the following families of signals: relative strength (RSI), price relative to moving averages, and simple cumulative-return checks, sometimes selecting the top asset within a group (e.g., top RSI-ranked asset). - Assets include Nasdaq-focused ETFs (QQQ), broad market (SPY), bonds (TLT, IEF, SHV), and hedging instruments (PSQ, QID, QLD, SOXS, SMH-related, etc.). - Objective: participate in upside of Nasdaq during favorable regimes while limiting drawdowns during risk-off periods through hedges and bond exposure.

Nasdaq-focused, daily-rebalanced strategy blending Nasdaq upside with hedges and 2008-style protection. Targeting ~38% OOS annualized return vs ~23% S&P 500, with strong risk-adjusted results (Calmar ~1.65).