A daily, tactical strategy that rotates among: a volatility/anti‑beta crash hedge when markets look overheated, “buy‑the‑dip” exposure in sharp selloffs, and a concentrated cybersecurity basket in uptrends (or inverse Nasdaq in downtrends).

Daily playbook: 1) If the market looks unusually hot (a 10‑day “hot/cold” meter called RSI is very high), switch to a crash‑hedge: mostly UVXY (a volatility fund) plus some BTAL (an anti‑beta hedge). 2) If it looks washed‑out (RSI very low), buy the dip with TQQQ or UPRO (leveraged stock ETFs). 3) Otherwise, if the S&P 500 is above its 200‑day average, own the 3 strongest cybersecurity stocks; if below, use inverse Nasdaq funds (PSQ/SQQQ), sized by short‑term trend rules.

Out-of-sample edge: ≈71% annualized return vs ≈15% S&P, Sharpe ≈1.16 vs 0.79, Calmar ≈2.12, max drawdown ≈33.6% vs 18.8%. A dynamic volatility hedge + cybersecurity tilt delivers superior risk-adjusted growth versus the S&P 500.