A daily, tactical “two‑best playbooks” system. It buys leveraged tech/S&P on sharp dips, shifts to volatility (UVIX) when markets look overheated, and uses bonds/defensive funds in downtrends. Driven by RSI and 200‑day trend signals.

Each day it picks the 2 best‑performing playbooks (last 10 days) and splits money between them. Key rules: - RSI = a 0–100 “speed/heat” gauge of recent price moves. >~80 = too hot; <~30 = too cold. - If stocks look too hot, it buys UVIX (a bet on volatility spiking) plus some T‑bills (BIL) and BTAL (defensive long/short). - If too cold, it buys TQQQ/SPXL (3x tech/S&P) as a dip‑buy. - Above the 200‑day trend = “bull” playbook; below = “bear.” In bear phases it rotates among inverse tech (PSQ/SQQQ), bonds (TLT/IEF/SHY), gold (UGL), or SVXY (benefits when volatility falls). Rebalanced daily.

Out-of-sample, this daily tactical system beats the S&P on risk: Sharpe ~1.19 vs ~1.09, Calmar ~2.09, and annualized return ~67% vs ~20% for SPY, aided by regime-aware tilts and hedges across volatility, bonds, and leveraged positions.