Daily, momentum-based rotation among levered tech bets (QLD, QID) and a defensive sleeve (BIL) driven by short-term XLK momentum and longer-term XLK vs defensives signals.

Goal: rotate between tech leverage, risk-off, and a tech-bull tilt using momentum signals. - Step 1 (short-term tech momentum, 10 days): - If XLK momentum is extremely high (RSI > 80): go to QID (bet tech will drop in near term). - Else if XLK momentum is extremely low (RSI < 30): go to QLD (bet tech will rise in near term). - Step 2 (if no extreme short-term signal): - Look at XLK vs defensives over a longer window (126 days): - If XLK is weaker than XLP (RSI XLK(126) < RSI XLP(126)) → move to BIL (defensive, safety exposure). - Else if XLK is weaker than XLU (RSI XLK(126) < RSI XLU(126)) → move to BIL (defensive). - Otherwise → move to QLD (tech-bull tilt). - Step 3: Each active branch uses 100% allocation to the chosen asset, with daily rebalancing. - Assets involved and what they imply: - QLD: 2x long on QQQ (heavy tech exposure). - QID: 2x inverse of QQQ (tech downside hedge). - BIL: Short-term U.S. Treasuries proxy (capital preservation, low volatility). - XLK, XLP, XLU: Sector ETFs used as momentum comparison anchors rather than invested directly (except as the assets whose momentum triggers decisions). Bottom line: A daily, signal-driven rotation between a bullish tech levered bet (QLD), a bearish tech hedge (QID), and a defensive sleeve (BIL) driven by short-term and longer-term momentum between tech and defensive sectors. It assumes frequent rebalancing and levered exposure, so it carries significant complexity and risk.

Out-of-sample, a daily momentum rotation between leveraged tech bets and a defensive sleeve targets higher upside. OOS annualized return ~32% vs SPY ~23%; Calmar ~1.42. Drawdown ~22.6% vs SPY ~18.8%.