Regime-filter approach: use QQQ trend + vol to decide when to ride TQQQ, when to sit in cash. Grok-refined logic.
Strategy Rules
Signal engine runs on QQQ (not TQQQ) to avoid noise from leverage decay.
• LONG TQQQ when: QQQ > 200-day SMA AND QQQ 20-day return > 0 AND 20-day realized vol < threshold
• FLAT (cash) when: below 200-day SMA OR vol > threshold
• Position sizing: scale down as vol rises. No full leverage above target vol.
• Simulated on synthetic geometric brownian motion (configurable drift/vol) to stress-test the rules.