Daily, tactical “buy the dip/sell the rip” system: buys leveraged tech and semis in uptrends, hedges or goes to cash when overbought, rotates into strong sectors if nothing else, runs a bond momentum sleeve, and keeps a small, trend‑gated crypto sleeve.

Big picture: it decides if the market is trending up or down (price vs 200‑day average). • Dips in uptrends: buy high‑growth funds (mainly tech: TQQQ/TECL/SOXL; S&P: UPRO). • Overheated spikes: briefly hedge (VXX/UVXY) or use inverse funds (SH/PSQ/TZA) or cash (BIL/SHY). • No clear signal: rotate into the strongest sectors (XLY…XLRE) only if their recent drop from peak is small. • Downtrends: favor cash/short‑term Treasuries or a bond sleeve (TMF/TMV) based on simple momentum. • Crypto (~10%): own Bitcoin proxies (GBTC/BITO/COIN/RIOT/MARA/MSTR) only when Bitcoin is in an uptrend; otherwise step aside or use BITI (short Bitcoin). • Indicators in plain English: RSI is a 0–100 “speedometer” of recent moves (below ~30 = washed‑out; above ~70 = stretched). A moving average is the average price over X days (200‑day ≈ long‑term trend). Max drawdown is the biggest drop from a recent high. • Main tickers used: SPY=S&P500; QQQ=big tech; TQQQ/TECL/SOXL/UPRO=3x bull funds; SH/PSQ/SDOW/SQQQ=inverse hedges; UVXY/VXX=volatility; TMF/TMV=long/short long‑term Treasuries; XLY…XLRE=sectors; BIL/SHV/SHY=cash‑like; GBTC/BITO/COIN/RIOT/MARA/MSTR=Bitcoin proxies; BITI=short Bitcoin. • Rebalances daily.

Out-of-sample, this strategy targets ~29% annualized return vs ~18% for the S&P, using adaptive regimes, hedges, bonds, and sector rotation to capture tech leadership while managing risk—though drawdowns can be larger in downturns.