A daily tactical sleeve: when markets look overheated, it hedges with a volatility fund (UVXY, sometimes with BTAL). When markets look washed‑out, it buys leveraged index ETFs (TQQQ/UPRO). Otherwise it parks in T‑Bills (BIL). Uses ~60% of the portfolio.

Daily, it checks a 10‑day “hot/cold” score (RSI) on SPY, IOO, TQQQ, VTV, XLF, VOX, XLY. RSI: 0–100 gauge; high=hot/overbought, low=cold/oversold. If any look very hot (~80+): hedge—100% UVXY when extreme, else 75% UVXY/25% BTAL. If washed‑out (<30): buy the dip—TQQQ first, else UPRO. Else: hold BIL.<br~>60% of the portfolio.

An adaptive sleeve hedging overheated markets and buying the dip with 3x leveraged ETFs. Out-of-sample: ~15.9% annual return with solid risk-adjusted profile (Calmar ~0.70) and diversification beyond the S&P, backed by 334 days of testing.