A two-mode, leverage-enabled tactical strategy that alternates between oversold equity/tech/stock funds (via RSI) and levered 7–10 year Treasuries, switching based on short-term volatility and drawdown signals, backtested to 2009.

Every day: (1) compute RSI over 20 days for SHY, SPY, QQQ, QLD, SSO; (2) pick the asset with the lowest RSI (the “most oversold” looking asset) and invest 100% in that asset (levered ETFs included). This is the Fund Surfing (2x) mode. Separately, check market volatility on SPY using the 10-day standard deviation of returns. If volatility is not too high, stay in Fund Surfing; if volatility is high, switch to the Treasury Bonds Selector. In Treasury mode, evaluate 7-10 year levered ETFs TYD (Bull 3x) and TY0 (Bear 3x); choose the one with the smaller 5-day max drawdown (risk) and invest 100% in that. The setup is designed to ride rebounds in oversold funds when risk is moderate and to pursue levered bond bets in riskier times, using leverage to magnify moves.

Two-mode, 2x leveraged strategy that rides oversold equities and levered Treasuries. Out-of-sample annualized return ~35.5% vs S&P ~22%; Calmar ~0.88 suggests solid risk-adjusted potential, with disciplined risk despite higher drawdowns.