Hypotheses
Volatility-Managed QQQ Exposure with Trend Filter — Long-Only Timing of Nasdaq-100 ETF, Scale Exposure Inversely to Realized Volatility While Above the 200-Day Trend, Threshold-Rebalanced (USEQ, Daily Bars, 2-Parameter)
Volatility-Managed QQQ Exposure with Trend Filter — Long-Only Timing of Nasdaq-100 ETF, Scale Exposure Inversely to Realized Volatility While Above the 200-Day Trend, Threshold-Rebalanced (USEQ, Daily Bars, 2-Parameter)
Backtest and paper results are hypothetical. Trading involves risk of loss.