A regime-switching system. It uses shipping (BDRY) and the S&P 200‑day trend to decide risk‑on vs risk‑off, then rotates into a single fast‑moving winner (often tech/semis) or into Treasuries/cash. When markets get frothy, it adds volatility hedges.

1) Early signal: It checks BDRY (a shipping ETF). If it’s trending up, the model assumes the economy is firming and opens the “risk‑on” playbook. 2) Trend check: It looks at the S&P 500 vs its 200‑day average. Above = bull, below = bear. 3) Speed/heat gauge: It uses an RSI “speedometer.” Very high RSI = things are frothy, so it adds crash insurance (UVXY/VIXM). Very low RSI = dip-buying or bonds. 4) What it buys in bull mode: usually one strong, fast‑moving choice such as TQQQ/TECL/SOXL (tech/semis), SPXL/UPRO (S&P 500), UDOW (Dow) or a single mega‑cap leader (e.g., NVDA/MSFT). If heat is too high, it pairs that with hedges (UVXY or SVXY+VIXM+BTAL). 5) What it buys in bear mode: inverse stock ETFs (SQQQ/SPXU), Treasuries (TMF) or cash‑like T‑Bills (BIL/SHV). If bonds are falling, it can flip to TMV (short Treasuries). 6) Bond brain: Separate modules switch among TMF/TMV/AGG/BND/SHV based on long‑term trends and momentum. When bonds look good it prefers TMF; when not, it prefers TMV or T‑Bills. 7) Always-on risk controls: If volatility spikes or short‑term returns get extreme, it scales into hedges or cash and then back out when conditions calm.

Out-of-sample edge: Sharpe 1.17 vs SPY 0.97, alpha ~0.83, Calmar 2.67, and ~84% annualized return vs SPY ~11%. It hunts top leaders with crash hedges, delivering higher upside per risk unit—though it can suffer larger drawdowns (~31%).