A daily, rules‑based, risk‑on/risk‑off strategy. It rides uptrends with a leveraged sector mix, hedges when markets look overheated with UVXY, buys sharp dips, and in downtrends mostly shorts the Nasdaq—keeping ~40% in cash.

1) First, it asks: is the S&P 500 above its 200‑day average? If yes = Bull; if no = Bear. 2) Bull: If markets look very “hot” (RSI ~ >80 on key indexes/sectors), it shifts to a crash cushion (mostly UVXY, sometimes 75% UVXY + 25% BTAL). If very “cold” (RSI < ~30), it buys TQQQ or UPRO for a bounce. Otherwise, it holds a mix of leveraged tech/semis/healthcare/biotech/financials (and sometimes long Treasuries), sized by recent volatility; if stress hits, it may use managed futures or short Treasuries. 3) Bear: Mostly holds short‑Nasdaq (SQQQ/PSQ), but will briefly flip long if short‑term strength appears (e.g., TQQQ regains momentum or bonds look strong). Rebalanced daily; roughly 40% cash is left aside.

Out-of-sample, this strategy aims for ~42% annualized return vs ~18% for the S&P, with positive alpha and Calmar ~1.06. A rules-based risk-on/off approach rides uptrends, hedges overheating markets, and preserves cash for disciplined growth.