A daily, rules‑based “offense/defense” system. It chases strong trends with leveraged stock ETFs when markets are healthy, and quickly retreats to T‑bills/bonds, commodities, or inverse/volatility hedges when stress or downtrends appear.

It runs three playbooks (“battleships”) and puts money in the one behaving best lately. Each day it: - Checks market stress (VIXM). If stress is hot (RSI = speed of recent moves), it hedges or goes inverse (e.g., SPXU). - If trends are up (prices above longer averages) and growth leads, it buys fast movers (UPRO/TQQQ), ranked by recent gains. - If trends weaken, it shifts to commodities (DBC, gold, oil, ag) when they trend; otherwise parks in T‑bills/short bonds (BIL/SHV/BSV) or Treasuries, and can use VIX or inverse ETFs. Daily rebalance.

Out-of-sample, this strategy outperforms the S&P with higher risk-adjusted returns: Sharpe ~1.64 vs 1.20, annualized return ~96% vs ~22%, Calmar ~4.58. It uses crash hedges and dynamic momentum, though drawdowns can be larger (~21%).