A daily, rules-based “risk-on/risk-off” strategy: park in T‑bills when markets run too hot, buy dips when washed out, and otherwise toggle between 2x long and 2x inverse tech/S&P using a 200‑day trend filter and a managed‑futures (KMLM) gauge.

Plain English flow, rebalanced daily: - If big stock indexes look overheated (RSI>~79), go to SGOV (T‑bills; cash‑like). - If tech or S&P looks washed out (RSI<~30 on QLD or SPUU), buy that dip. - Else check trend: SPY above its 200‑day avg (long‑term uptrend)? • Yes (Bull): own 2x long tech/S&P (ROM, QLD, SSO) unless a managed‑futures gauge (KMLM) is strong—then flip to 2x inverse (REW, QID, SDS). • No (Bear): rotate among 2x short Nasdaq (QID), a long/short fund (CLSE), or sometimes 2x long QQQ (QLD) when Treasuries look stronger than the short side. RSI = a 0–100 ‘speed’ gauge; >~80 overheated, <~30 washed out. 200‑day avg = long‑term trend. KMLM = managed‑futures barometer.

Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.42 vs 1.16, annualized ~63% vs ~21%, Calmar ~3.0. It blends risk-off cash, dip buying, and trend signals for higher growth with disciplined risk (max drawdown ~21%).