Weekly momentum rule: QQQ vs QQQE determines exposure. If QQQ leads, go long the cheapest of four 1.5x megacap bull ETFs; if not, go long the cheaper between LLY and SPXL. Uses cash-equal weighting and weekly rebalancing.

In plain terms: - Every week, compare how QQQ (the big-mega-cap tech index) and QQQE (the same stocks but each gets equal weight) have moved lately, using a 20-day lookback. If QQQ is showing stronger recent momentum than QQQE, the plan bets on a megacap bull idea and picks the cheapest among four 1.5x leveraged bets on MSFT, AAPL, NVDA, or Meta. If QQQE is stronger, the plan instead bets on the cheaper option between Eli Lilly or the 3x SPY bull ETF. In both cases, you allocate funds with a cash-equal approach (roughly half in cash and half in the chosen instrument) and rebalance once a week. The exact asset chosen each week is the one with the lowest current price among the candidates, per the sorting rule. The strategy relies on momentum leadership and price-based selection, not fundamentals. This creates a concentrated, high-leverage exposure that can swing widely with market moves.

Out-of-sample results show ~51% annualized return vs SPY's ~21%, driven by momentum-led mega-cap/levered bets with a cash-equal split. Higher upside potential, but expect larger drawdowns (≈59%).