A daily, cash-based rule set that bases a single-levered-ETF pick on short-term RSI momentum across major indices, ultimately aiming to hold QLD (2x Nasdaq) when signals align; otherwise stays in cash or selects other levered ETFs according to the rule stack.

A daily cash position is evaluated against a chain of RSI-based signals. If RSI(SMH,10) < 23, buy SOXL (3x semis). Else if RSI(QQQ,10) < 28, buy TQQQ (3x Nasdaq). Else if RSI(SPY,10) < 28, buy UPRO (3x S&P 500). If none of these trigger, the rules continue through a long, nested set of signals across other ETFs (including volatility proxies like UVXY). When the conditions align in the deepest branches, the strategy buys QLD (2x Nasdaq) and stays there until the next day’s rebalancing. If no condition is met, cash is kept. Rebalance is daily; asset class is equities. The system prioritizes momentum signals on major indices and sector/volatility proxies and uses a deterministic order of checks to decide which single levered ETF to hold each day.

Out-of-sample: annualized return -4.8% and ~17% max drawdown vs SPY. Still, this rule-based, daily-rebalanced levered strategy offers Nasdaq tilt via QLD on select days—best as a high-risk satellite to diversify a core S&P 500 with risk controls.