A daily, rules-based portfolio that rides stock uptrends, hedges when markets look overheated, buys dips or shifts to Treasuries in selloffs, and adds small macro sleeves (commodities, energy, gold, dollar). Uses leveraged and inverse ETFs, so risk can be high.

Each day it reads simple signals: trend (is price above its long‑term average?), heat (RSI = a 0–100 score of how fast prices rose/fell; >80 = overheated, <30 = washed‑out), and recent drops. In uptrends it leans into growth (QQQ/TQQQ). If overheated or volatility jumps, it hedge‑blends UVXY with steadier funds (SPLV/BTAL). In selloffs it buys dips or moves to Treasuries/cash; in downtrends it uses inverse ETFs. Small sleeves follow commodities, energy, gold, and the U.S. dollar.

Rules-based, hedged, multi-sleeve strategy that aims for a smoother, more resilient ride vs the S&P 500: lower drawdown (12.6% vs 18.8%), diversified return sources, and disciplined risk controls across 431 days of out-of-sample testing.