A daily, rule-based strategy that uses a COST + UNH core with cash protection, and opportunistic tilts to leveraged tech and bonds, driven by regime signals (volatility spikes, momentum, and drawdown checks). It aims to cushion risk with cash when markets are stressed and to participate in upside with selective bets when conditions look favorable.

Here's what happens in plain language: - Every day, the system checks several signals to decide how to position the portfolio. - It starts with a cash overlay (BIL). If market signals look risky, the model puts cash on the table and limits exposure. - The intended equity core is COST + UNH. These two big, widely-followed companies form a relatively stable base instead of chasing hot, volatile sectors. - The system is divided into regimes: - Huge volatility: when a sharp price move happens in a short period (and certain momentum checks fire), the model shifts toward cash (BIL) and reduces equity exposure. - Normal market: the model aims to hold the COST + UNH core with a modest cash sleeve (about 10%). It may add a tilt to alternative bets if signals look favorable. - Bond vs Stock / Bond mid-term vs long-term: if bonds look relatively stronger (based on a blend of price-and-drawdown checks) the model tilts toward bond proxies (like TMF, IEF, TLT) and away from pure stock exposure. - Optional tilt opportunities include leveraged tech bets (TECL and TQQQ) when the market isn’t overbought and when mean-reversion conditions appear favorable (for example, when a short-term momentum measure is not extreme). This is intended to capture short-term upside if the market reverts toward the mean. - The logic uses a few specific checks: - RSI(10) on TQQQ vs a high threshold to mark extreme overbought conditions. - One-day cumulative returns on TQQQ to spot sudden volatility bursts. - Inverse-volatility style checks on COST and UNH over ~20 days to assess risk balance between the two core names. - Moving-average price tests (comparisons like current price vs a moving average) to gauge trend direction. - The result is a daily rebalanced mix that typically tokens roughly 10% cash, and the rest allocated to either COST+UNH core, or to one of the tilt instruments (TECL, TQQQ, or bond proxies) depending on the regime. - In short: it’s a disciplined, rule-based approach to protect capital in rough markets while staying exposed to a two-name core and selectively adding risk-on bets when signals look favorable. - Important caveats for lay readers: levered ETFs (TECL, TQQQ, TMF) magnify returns and losses; signals are complex and may underperform in certain regimes; past performance of any indicator is not a guarantee of future results; this is educational and should be backtested and understood before live use.

Out-of-sample edge: ~50% annualized return vs SPY ~21%, risk-adjusted ~2.1, and a strong upside profile. A disciplined cash overlay and regime tilts aim to capture growth while protecting capital—though drawdowns can exceed SPY in stressed markets.