Sets leverage each morning from volatility, trend, valuation, and drawdown. Whatever isn't in TQQQ sits in T-bills earning yield.
| Timestamp (ET) | Side | Sym | Qty | Fill | Signal |
|---|---|---|---|---|---|
| No trades yet. Deploys when the account funds. | |||||
It holds TQQQ, 3x the Nasdaq, when conditions are good, and shifts to Treasury bills when they're not. In a bull market that leverage is a cheat code; in a crash or a grind it's a wood chipper. So the whole strategy is about when to hold it, and a rule makes that call every morning.
Built for roughly 20% a year over a full cycle including crashes; 40%+ in a strong tech bull; not much in a chop year. Drawdowns are real: -35% is a normal bad stretch, -55% is possible. The point isn't to dodge them. It's to survive them and compound through.
The rules were frozen before testing, checked on data the strategy never saw, and rebuilt in a second engine to confirm the first wasn't lying. It isn't clever. It's disciplined.