A mostly cash-like portfolio: 90% sits in T-bills, while 10% makes aggressive short-term bets on tech, the broad market, or market fear based on whether stocks look overheated, oversold, bullish, or bearish.

This strategy keeps 90% in very short-term Treasury bills (BIL), which is basically a cash-like parking spot. The other 10% is an aggressive trading sleeve. It first asks: has the market recently run up too fast? If yes, it buys VXX, a fund that tends to rise when fear jumps and stocks fall. If not, it asks: have key stock areas fallen hard very quickly? If yes, it buys aggressive funds that bet on a rebound in the S&P 500, tech, or chip stocks. If neither is true, it follows trend rules to choose between a bullish Nasdaq bet (TQQQ), a bearish Nasdaq bet (SQQQ), or moving that slice back toward Treasury bills.

Out-of-sample edge: higher risk-adjusted return (Sharpe ~1.76 vs ~1.06), far lower drawdown (~4.8% vs 18.8%), and strong Calmar ~2.56. A 10% tactical sleeve adds upside while 90% cash caps risk—delivering steadier gains than the S&P 500.