Rule-based, multi-asset momentum with Nasdaq leverage (TQQQ) plus hedges (SPLV/BND) and turn-like signals from RSI and moving averages; no calendar rebalancing, prioritized risk control and downside protection.

What this strategy does, in plain language: - Its goal is to ride Nasdaq strength using leverage (TQQQ) when signals look favorable, but quickly protect against risk by shifting into safer or less-volatile assets (SPLV, BND, BSV) when signals warn of potential trouble. - Signals come from several indicators, mainly RSI (a momentum/price-swing gauge) on various ETFs over short lookbacks (mostly 10 days), plus some price-trend checks using moving averages (e.g., 60-day or 200-day style comparisons) and a few cross-asset comparisons (for example, how TQQQ’s price relates to BND’s moving average). - There are many conditional checks that compare different ETFs to decide whether to stay in leveraged Nasdaq, switch to SPXL/QQQ/SPY exposures, or hedge with SPLV or bonds. Some checks look for extreme momentum (RSI very high), others look for deteriorating momentum, or whether recent gains are outpacing broader-market strength vs. a conservative baseline. - Max drawdown and “cumulative return” checks are used to avoid rising risk when recent performance suggests trouble (for example, if a short window shows a large drop or if the levered Nasdaq has had a sharp downside relative to a more stable asset, the code leans toward hedges). - There is no automatic rebalancing on a schedule; the strategy reweights only when the signal logic triggers. The overall floor is equities, but the actual holdings can include bonds and low-volatility stocks to cushion drawdowns. - Tickers used include TQQQ (Nasdaq 100 levered), QQQ/SPY (non-levered benchmarks), SPXL (3x levered S&P 500), SQQQ/UVXY (inverse/volatility hedges), SPLV (low-volatility equity), BSV (short-term bonds), BND (broad bond market), and momentum/focused ETFs like SPMO. These are chosen to give the system exposure to upside, protection against blowups, and a tilt toward steadier performance during risk-off periods. - In short: when momentum is healthy, you lean into Nasdaq leverage; when momentum or risk signals spike, you shift toward hedges while keeping optional exposure to related indices. The design aims for a cautious, signal-driven, opportunistic approach rather than a simple, constant-leverage bet.

Edge Nasdaq upside with built-in hedges. Out-of-sample: ~47.9% annualized return vs ~28.5% for the S&P, lower drawdown (~9.1% vs ~12.7%), and stronger risk-adjusted Sharpe (~2.04) and Calmar (~5.27).