Daily-rotating, rule-based strategy using RSI and a 200-day trend filter to time exposure among QQQ, SPY, VIXY, PSQ, and TLT, with a top-hedge pick between PSQ and TLT and a cash baseline.

- Start with a neutral, cash-equal base across potential positions. - Use the 10-day RSI on QQQ to gauge short-term momentum: very high readings suggest a regime where hedges may be favored. - Use a 200-day moving-average check on SPY as a longer-term trend filter: if SPY is above its 200-day average, it supports taking equity exposure; otherwise it reduces risk. - Introduce VIXY (volatility hedge) when momentum is extreme or when specified RSI thresholds are met, as a hedge against sharp downturns. - Between PSQ (short QQQ) and TLT (long Treasuries), pick the single best risk-off hedge using a top-1 selector sorted by a 10-day RSI, to rotate away from equities when conditions show weakness. - Rebalance daily, adjusting exposure to the assets currently chosen by the rules and keeping the rest in cash. - Core assets are QQQ and SPY with hedges (VIXY and either PSQ or TLT) used in response to momentum and trend signals. The approach blends momentum timing (RSI), trend confirmation (200-day MA), and hedging to manage drawdowns. - Overall exposure is primarily EQUITIES, with hedges providing protection in volatile regimes.

Daily, rules-based rotation using RSI and a trend filter with hedges. Out-of-sample, it targets ~47.5% annualized return vs SPY ~38%, plus strong risk control (Calmar ~6) and hedges (VIXY/PSQ/TLT); drawdowns may be larger in volatility regimes.