A daily, rules-based “risk-on/risk-off” rota­tion. It buys leaders in uptrends (often TQQQ/SPXL), hedges when stocks look too hot (UVXY + BTAL), flips to shorts or T‑Bills when weak, and tilts to commodities when they lead. BDRY is a regime switch.

Each day the rules check a few “thermometers” of the market. - RSI: a heat meter (0–100) of recent price speed. Very high = market looks hot; very low = washed out. - Moving averages: average price over X days; helps spot up/down trends. If stocks look too hot (very high RSI), it buys volatility hedges (UVXY) and a defensive anti‑beta fund (BTAL). If they look washed out or trending up, it buys the strongest leaders (often TQQQ, SPXL/UPRO). If trends weaken, it flips to inverse funds (SQQQ, SPXU) or cash‑like T‑Bills (BIL/SHV). When commodities trend (DBC above its averages), it rotates into commodities (DBC, GLD, SLV, USO). BDRY (a dry‑bulk shipping ETF) acts as a macro switch—when it’s firm, the strategy runs a more aggressive playbook.

Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P: Sharpe 1.44 vs 0.92, alpha ~0.60, Calmar 3.62, and ~90% annualized return vs ~16%. Dynamic risk-on/off with leveraged trends and volatility hedges.