A daily-rotating, all-in tech-levered strategy that also hedges with inverse QQQ and defensive assets, driven by momentum and RSI signals to decide between TECL/TQQQ, PSQ, or defensives like AGG, XLP, or TLT.

A daily-rebalanced, single-asset portfolio that either holds levered tech exposure (TECL or TQQQ), hedges via PSQ, or rotates into a defensive sleeve (AGG, XLP, or TLT). Signals come from two families of checks: (1) short/medium-term price momentum of tech proxies (e.g., 10-day and 62-day moves, with simple thresholds like 5.5% or -33%), and (2) relative strength indicators like RSI (which gauges momentum). If QQQ looks overbought/overbought or hot in the short term, the system may favor hedges or a defensive asset. If QQQ looks oversold or momentum is favorable, it tilts toward levered tech (TECL/TQQQ). When selecting a defensive asset, it screens AGG and XLP (and sometimes TLT) for the top performer using a 20-day RSI screen, gated by a longer-term RSI condition on QQQ (60-day RSI > 50). The aim is to capture tech upside while using a risk-off sleeve to limit drawdowns. The inner logic uses nested “if” checks to decide exactly which asset to hold and then assigns a 100% weight to that asset (i.e., fully invested in one instrument at a time). The strategy explicitly uses AGG in place of BND as its bond/defensive anchor.

Out-of-sample, this strategy delivers ~75.9% return vs SPY’s ~65.0%, by capturing tech upside with levered exposure (TECL/TQQQ) while hedging with PSQ and defensives (AGG/XLP/TLT). Rebalancing keeps it adaptive and risk-controlled.