A weekly, tactical “offense + defense” mix: ride Nasdaq/S&P uptrends, buy sharp dips, and hedge stress with inverse ETFs, T‑bills/short‑term bonds, and VIX exposure. Tech‑tilted, can go partially short, and aims to smooth the ride.

Weekly, it splits the portfolio into offense and defense. It reads trend (200‑day average = long‑term trend line) and “heat” (RSI, a 0–100 too‑hot/too‑cold gauge). Offense: QQQ (Nasdaq‑100) or ARTY in uptrends; if QQQ is too hot, hedge with PSQ (short QQQ). In downtrends, buy oversold bounces with QLD (2× QQQ) or SPY (S&P 500), else mix PSQ/SH (short S&P) with SHY/BSV. Defense adds VIXY (volatility) or T‑bills (BIL) when stress rises.

Strong out-of-sample risk-adjusted performance: Calmar ~9.5, Sharpe ~2.69, beta ~0.72, and ~30% annualized return with controlled drawdowns. A tech-tilted, hedged sleeve that smooths the ride vs. SPY while preserving upside.