A risk-aware, QQQ-centered overlay that can switch between leveraged tech bets and diversified hedges/safety assets, guided by momentum, trend, and volatility signals to catch downturns and protect capital while seeking upside.

In plain terms, the strategy sits on top of tech exposure (QQQ) and uses a series of “if-then” checks to decide what to hold. Major ideas: 1) UVIX trigger for crisis mode: if a momentum/risk metric on TQQQ shows extreme strength of fear (RSI over 79 on a 10‑day window), the system bulks into UVIX (a fund that tends to rise when volatility spikes). This is the hedge path for huge volatility events. 2) A hierarchy of market states: if not in crisis, the model chooses among a pair of safety/fall-back groups labeled “V1 BWC Safety Mix” and “New Safety Mix,” each a curated list of assets (gold, USD exposure, various bond maturities, and defensive or non-cyclical sectors like healthcare and utilities). The choice between the two depends on momentum and risk signals (e.g., trailing returns, max drawdown, and moving-average checks on a set of assets). 3) Momentum and trend screens: the decision engine uses several momentum rules such as cumulative returns over different lookbacks, moving-average comparisons, and a “top/bottom” screen that ranks assets by recent performance to determine which ones belong in the safety mixes. 4) Asset selection and allocation style: when a branch is chosen, cash is allocated in an equal-weight fashion across the assets in that branch (wt-cash-equal), with moves across branches constrained by a small corridor width to avoid churn. 5) No fixed calendar rebalancing: the system does not rebalance on a fixed schedule; instead, changes occur when the rules trigger, which makes the approach more conditional and regime-aware. 6) Asset roster and sectors: the model uses a broad mix of sector ETFs (XLV, XLU, XLP, XLE, XLI, XLB, XLRE), broad market/bond proxies (TLT, GOVT, IEF, USDU, GLD, BTAL, UUP/USDU), plus tech accelerants (TQQQ, SOXL) and a volatility hedge (UVIX). The qualitative aim is to tilt toward high-growth tech when signals are favorable, and toward hedges and diversified defensives when signals indicate rising risk. Bottom line: it’s a regime-aware overlay on top of a tech-centric core, designed to preserve capital during Black Swan events while still enabling upside in favorable regimes, using a structured, rule-based, multi-asset framework.

Regime-aware overlay on QQQ that shifts into hedges and safety assets when risk rises, pursuing tech upside while guarding capital. OOS: ~19% annualized return, Sharpe ~0.58 vs SPY ~1.31, offering diversification and risk-control across regimes.