Daily, rule-based shifts among tech bets (QQQ, TQQQ, TECL), hedges (PSQ), and safety plays (BND, XLP, TLT) using momentum-style checks; aims to ride tech strength, hedge downside, and fall back to bonds/staples when risk rises.

Every day the strategy looks at a set of rules to decide where to put (or keep) your money. It checks QQQ’s recent performance; if QQQ has jumped more than a threshold in the last 10 days, it shifts toward PSQ to hedge against a potential drop. If a levered tech fund (TQQQ) has fallen a lot over a longer window, it may trigger a move to reduce risk (or use a different hedge). If tech momentum isn’t favorable, the system then chooses one defensive asset among bonds (BND) and consumer staples (XLP) by looking at which has the strongest recent momentum using a momentum-like score. There’s a separate branch that looks at TECL (a 3x tech bull) and, if its momentum is weak or oversold by a momentum signal, it can still tilt toward tech exposure via TQQQ in some cases. Another branch re-checks QQQ against a short-term moving average and uses a cross-check with a long-term momentum signal to decide whether to add more exposure to TECL or to switch to hedges. The bottom line: it alternates between tech-tilted bets (including leveraged bets) and safer assets, rebalancing daily to keep within its rule framework. It is important to note that levered and inverse ETFs can amplify both gains and losses, so this strategy is not suitable for a very long horizon without risk tolerance and careful monitoring.

Out-of-sample: 22.19% annualized return vs SPY 21.74%, via tech tilt + hedges and daily rebalancing. Calmar ~0.87 shows solid risk-adjusted gains; max drawdown ~25% reflects active risk management in volatile markets.