A daily, tactical strategy. When short‑term readings look very hot, it buys UVXY (a volatility fund). When very cold, it buys leveraged stock ETFs. Otherwise it sits in T‑Bills or uses bear‑market hedges (PSQ/SQQQ/BTAL). High risk, uses leveraged/volatility ETFs.

It watches how “hot” or “cold” markets have been over ~2 weeks (a 0–100 score called RSI). If big indexes are very hot (≈80+ on SPY = US stocks, IOO = global mega‑caps, TQQQ = 3x Nasdaq, VTV = US value, XLF = US financials), it bets on a volatility jump: UVXY (often 75% UVXY/25% BTAL, an anti‑beta hedge). If very cold (≈30‑), it buys TQQQ or SPXL (3x S&P 500). Otherwise: if the long trend is up, it parks in BIL (T‑Bills); if down, it switches among PSQ/SQQQ (short Nasdaq), BTAL, or brief longs using bond/price cues. Rebalanced daily.

Out-of-sample, this strategy targets ~30.3% annualized return vs SPY’s ~20.7%, with Calmar ~1.27 and max drawdown ~23.8% (vs ~18.8%). Higher upside from tactical volatility and leveraged bets; larger drawdowns, but stronger growth potential.