A rules-based switch that decides if stocks or defense should lead, then buys sharp dips in 3x stock funds, hides in T‑Bills, or rotates into Treasuries/U.S. dollar. It occasionally buys volatility (UVXY) when markets look overheated. High risk/volatility.

Plain English: - It first asks: are stocks stronger than defensive utilities over ~6 months (a simple 0–100 “heat” score called RSI)? - Then it checks if long‑term Treasuries are trending up or down (price vs a 6‑month average line, EMA). - When stocks lead and bonds are weak: it buys 3x stock funds on sharp dips; if the market is red‑hot short‑term, it briefly buys a volatility fund (UVXY). If nothing is extreme, it splits money between: (1) picking 3x stock funds only when they look colder than bonds (else T‑Bills), and (2) a small tilt to tech or energy, depending on whether commodities have led lately. - When stocks don’t lead: if bonds are weak it still runs the selective 3x‑vs‑T‑Bills engine; if bonds are strong it holds long Treasuries (TMF) or the U.S. dollar (UUP), whichever looks more “cold” short‑term. Tickers in plain words: TECL/SPXL/UPRO/TQQQ/UDOW/SOXL = 3x bull versions of tech, S&P 500, Nasdaq, Dow, semis; ERX = 2x energy; UVXY = bet on volatility spikes; BIL = T‑Bills; AGG = core bonds (reference); XLK = tech; DBC = broad commodities; XLU = utilities; TLT = long Treasuries; TMF = 3x Treasuries; UUP = U.S. dollar.

Out-of-sample edge: about 27.7% annualized returns vs 22.1% for the S&P, with smart hedges (T‑Bills, Treasuries, USD) and selective 3x equity exposure to ride leadership. Higher upside, but expect larger drawdowns in stressed markets.