A very aggressive, rules-based strategy that chases strong stock trends with leveraged funds, but can retreat to T-bills or bearish funds when markets look overheated or weak.

This strategy is an aggressive market-timing system. It first checks whether major stock areas look too overheated; if they do, it moves to BIL, a very short-term Treasury fund that acts like a cash parking spot. If markets do not look overheated, it splits money across several fast-moving sub-strategies. These mainly buy leveraged funds tied to the Nasdaq, S&P 500, technology, and semiconductors when trends are strong, and switch into bearish funds that rise when those markets fall when trends weaken. It uses simple trend and momentum tests—such as whether prices are above long-term averages and whether recent moves are unusually strong or weak—to decide when to be aggressive, defensive, or outright bearish. One sleeve also compares XLK (technology stocks) with KMLM, a managed-futures fund, using KMLM as a defensive alternative and market-stress gauge. Overall, the strategy tries to capture strong upside in growth stocks while stepping aside or betting against the market during rough periods.

Capture big upside with disciplined trend-following and selective leverage, then shift to cash/defense when overheated. Out-of-sample, you get higher risk-adjusted returns (Sharpe ~1.27, Calmar ~2.52) than the S&P, with controlled drawdowns.