A rules-based portfolio that shifts between QQQ/TQQQ, a single rotating sector (sometimes leveraged), and volatility/cash. It leans in during uptrends, hedges in downtrends, buys dips when washed out, and uses volatility cues to go on offense or defense.

It splits the money into two sleeves: about 80% for stocks and 20% for volatility, but it can go 100% stocks in strong markets. - Stocks sleeve: First asks “uptrend or downtrend?” using the Nasdaq‑100 (QQQ) vs its 200‑day average. In uptrends it holds QQQ or its 3x version (TQQQ), buys dips after big selloffs, and uses calm/rough‑water checks (how bumpy returns are) to decide when to use leverage. In downtrends it can hedge with PSQ (the inverse of QQQ) or move to Treasuries (TLT). Parallel to that, it runs a sector pick that holds one sector (technology, financials, healthcare, energy, materials, communications, real estate, consumer discretionary, industrials, utilities, or consumer staples). It buys a deeply sold‑off sector (based on a 0–100 “hot/cold” gauge called RSI; below ~30 = washed out) or, if nothing is washed out, it picks the strongest recent performer. For each sector it chooses the regular ETF (e.g., XLK for tech) or a leveraged version (e.g., TECL) based on longer‑term strength. If several broad stock funds look “too hot” (RSI above ~80), it briefly flips to VIXY (which tends to rise when volatility spikes) to front‑run a pullback. - Volatility sleeve: Classifies markets as calm or stormy by looking at how volatile VIXY itself has been. In calm periods it usually holds SVXY (benefits when volatility falls). In stormy periods it hides in T‑bills (BIL), and around sharp rebounds it may briefly use VIXY. Key ideas: RSI = hot/cold meter; moving averages = trend lines; standard deviation = how bumpy returns are.

Out-of-sample edge: ~56.7% annualized vs SPY ~17%, Sharpe ~1.28 vs ~0.97, Calmar ~2.07. A two-sleeve, rules-based system that goes offense in uptrends and hedges in downtrends for bigger upside with disciplined risk control.