A high-risk market-timing strategy that mostly chases leveraged US stock funds, but quickly rotates into bearish positions, bonds, or volatility trades when market stress signals appear.

This strategy splits money into 2 halves. Half 1 is an aggressive Nasdaq trader: it usually holds TQQQ (a fund that aims to move about 3x the Nasdaq-100), but it can switch into bearish Nasdaq bets, long-term US bonds, or volatility funds when markets look overheated, shaky, or falling. Half 2 is a “fund surfer”: it rotates among leveraged US stock funds, short-term bonds, a managed-futures fund, and sometimes leveraged Treasury funds, based on which assets look weakest or strongest very recently and whether market fear is rising.

Out-of-sample: ~50% annualized return vs ~21% for the S&P; Sharpe ≈ 1.12, Calmar ≈ 0.98. It aims for Nasdaq-led upside with adaptive hedges (volatility, Treasuries) to cushion drawdowns—higher upside potential than the S&P with built-in risk controls.