Weekly macro switcher: 80% rotates among gold, U.S. stocks, MicroStrategy (bitcoin proxy), or short long bonds based on recent strength; 20% stays long EUR and JPY to hedge the dollar. Uses leveraged ETFs; high risk.

Each week it uses RSI (a 0–100 recent‑strength meter) to switch 80% of the portfolio: - If the U.S. dollar (UUP) is firm (>38): if T‑bills/cash (BIL) are firm (>52) hold 2x gold (UGL); else hold 3x S&P 500 (SPXL). - If the dollar is weak: if big tech (QQQ) is strong (>56) buy MicroStrategy (MSTR, a bitcoin‑sensitive stock); else short long Treasuries (TMV, −3x). Meanwhile 20% always holds 2x euro (ULE) and 2x yen (YCL) to hedge the dollar.

Out-of-sample edge: Sharpe ~2.69 vs SPY ~1.43, alpha ~0.9, Calmar ~8.6, annualized return ~141% vs SPY ~17%. Low beta (~0.27) with macro rotation and FX hedge offers stronger risk-adjusted growth than the S&P 500.