A daily tactical system that waits for rare extremes: it scales into UVXY to bet on a volatility spike when the market looks overheated, takes quick mean‑reversion trades in tech/semis/biotech (3x ETFs) when oversold/overbought, or parks in T‑bills/BTAL when quiet.

Each day it checks if the market looks extremely “hot” using a simple speedometer (RSI, 0–100). When readings jump above very high bars on the S&P 500, Nasdaq, or key sectors, it flips into UVXY (a volatility fund) and scales up as more signals confirm. If no heat, it sits in T‑bills (BIL/SHV) or a defensive fund (BTAL). When a sector gets very washed out, it buys 3x bulls (SOXL/TECL/LABU); when too hot, it buys 3x bears (SOXS/TECS). Rarely it buys long bonds (TMF).

Out-of-sample: ~10% annualized return, 27.7% max drawdown, Calmar ~0.36, Sharpe ~0.41 over 462 days. A rule-based volatility/mean-reversion strategy to diversify SPY and hedge crises.