An aggressive, rules‑based, daily strategy: buys dips in high‑beta tech/semis during uptrends, flips to volatility or inverse ETFs when markets get stretched or fall. Bond trends act as a risk switch. Uses leveraged/inverse ETFs; very volatile.

Daily it checks stock (SPY) and Treasury (TLT) trends to set risk on/off. In risk on it buys beaten‑down high‑beta funds for a bounce (TQQQ=3x Nasdaq, SOXL=3x semis, UPRO=3x S&P, TECL=3x tech). When overheated it briefly hedges with volatility (UVXY) or inverse funds (SQQQ, SOXS). In risk off it holds defensives: inverse stock ETFs, US dollar (UUP), or long/short Treasuries (TMF=+3x, TMV=‑3x). Signals use overbought/oversold scores (RSI: 0–100; >~70 stretched, <~30 washed‑out) and short‑term momentum. Rebalanced daily.

Out-of-sample annualized return ~49% vs SPY ~21% with Calmar ~1.16. Regime-aware hedging and leveraged tech exposure aim for outsized upside while controlling risk—greater growth potential than the S&P with disciplined drawdown management.