A daily, one‑position strategy that flips between leveraged tech/semis/biotech, their inverse, bond bull/bear, and UVXY. It uses RSI extremes, bond trends, and market stress to pick candidates, then chooses the one with the highest 20‑day volatility.

Each day it checks market “heat” and trend: - RSI: a 0–100 hot/cold gauge (>75 too hot, <30 washed out). - Bonds vs cash (e.g., TLT/IEF vs BIL) and commodity stress. If stocks are too hot, it buys volatility (UVXY). If washed out (and bonds agree), it buys high‑beta bulls like 3x tech/semis (TQQQ, TECL, SOXL); otherwise it shorts (SQQQ, SOXS). In weak/high‑stress regimes it may use TMF/TMV (long/short Treasuries), oil/energy, dollar, or Brazil. Finally, it picks the single ETF with the biggest 20‑day swings.

Out-of-sample, this regime-driven rotation targets big moves across tech/biotech, bonds and volatility, delivering ~43.7% annualized return vs SPY’s ~21.2%. It blends high upside with risk controls, but can incur large drawdowns (~60%).