A daily, rules‑based rotator. In healthy markets it blends top big‑bank stocks. In stress it shifts to defensive hedges or inverse Nasdaq. A chip overlay shorts when semis are hot and buys dips. Uses RSI, 20/200‑day trends, and bond strength to time offense vs defense.

Tools: RSI = 0–100 “heat gauge” of recent moves; moving average = average price (200‑day = long‑term trend, 20‑day = short‑term). Flow: If chips are too hot, short them (SOXS); if they just dipped, buy SOXL. If the whole market is overheated, use VIXM; if washed out, pick 2 of TECL/TNA/SPXL. If SPY > 200‑day, own 2 big banks (30% recent winner, 70% by stability). If SPY < 200‑day, toggle between defense (PSQ/SQQQ) and offense (QQQ/TQQQ/SMH) using the 20‑day trend and whether bonds (TLT) look stronger. Rebalanced daily. Tickers: SPY(S&P), QQQ(Nasdaq), SMH(chips), SOXL/SOXS(3x± chips), TQQQ/SQQQ/PSQ(Nasdaq 3x±/−1x), TECL/TNA/SPXL(3x tech/small/S&P), VIXM(vol), TLT(Treasuries); banks like JPM, BAC, WFC, GS, etc.

Offers far higher upside than the S&P: out-of-sample annualized return ~54–55% vs SPY ~21%, with drawdowns that can exceed 50% in stressed markets. Dynamic hedges and regime timing aim to protect capital and boost risk-adjusted returns.