High-risk, daily-rebalanced framework that switches between aggressive tech/volatility bets and defensive hedges (gold, dollar, inflation assets) based on market momentum, volatility, and drawdown signals to seek big gains while guarding against downturns.

- It operates in two broad modes: Risk-on (aggressive bets) and Risk-off (hedges). A daily process checks a series of rules to decide which mode to emphasize and which assets to hold. - In Risk-on mode, the system may favor leveraged tech exposure (like TQQQ) and volatility bets (like UVXY) when recent signals show strong momentum in tech and acceptable risk levels. There are price-trend checks (e.g., is the market price above a long-term average?) and momentum contrasts (comparing recent performance of related instruments) that must be satisfied to stay in or enter risk-on. - In Risk-off mode, the system rotates into safer assets: gold (IAU), gold mining stocks (FNV), and inflation-protection (RINF). It also considers the U.S. dollar (UUP) and, in some branches, treasury exposure (TLT) to reduce portfolio drawdown. A sub-step picks the “top” asset in the risk-off group based on recent volatility, and assigns a full weight to that asset for hedging. - The rules also include checks on market drawdown (e.g., max drawdown of SPY over a look-back period) and momentum/volatility metrics to decide if risk-off should be triggered. - There’s a separate risk-off sub-branch that uses inverse-volatility logic and a 45-day window to guide hedging with assets like UUP and IAU, with an additional drawdown check for TLT. - The system uses daily rebalancing, so positions are adjusted every trading day based on the latest signals. - The whole framework aims to maximize upside when conditions align for aggressive bets and to protect capital with a diversified hedge when risk indicators worsen.

Out-of-sample edge: ~57% annualized return vs 21% for the S&P, Sharpe ~1.33, Calmar ~2.47. Higher upside with disciplined risk management—great for risk-tolerant, long-term growth seekers.