A very aggressive daily trading system that uses market-stress gauges like KMLM to decide when to buy a rebound in beaten-down leveraged funds, when to lean into fear trades, and when to hide in T-bills.

This strategy checks a few “market weather” funds every day—especially KMLM, a managed-futures fund that often reacts to big market trends. It uses RSI, which is just a score showing whether something has risen a lot lately or fallen a lot lately. Based on those readings, it either: (1) buys one beaten-down aggressive fund such as 3x S&P 500, tech, semiconductors, volatility, or long bonds, expecting a bounce, (2) switches to fear-related funds when markets look stressed, or (3) parks in BIL, a cash-like Treasury-bill fund, when nothing stands out.

Aggressive, regime-driven strategy delivering higher risk-adjusted gains than the S&P 500. Out-of-sample, it yields Sharpe ~1.56 vs ~0.96 for SPY, Calmar ~4.78, and ~112% annualized return vs ~15% for SPY—driven by daily regime checks that target rebounds and hedges.