A daily, tactical playbook that watches for “too hot” or “too cold” readings. When stocks are stretched up, it hedges with volatility funds or T‑Bills; when washed out, it buys semis for rebounds; otherwise it runs a risk‑on or defensive mix guided by credit and short‑term Treasury signals.

It’s a rulebook that checks daily “temperature” readings (RSI) on key markets: - If the market/momentum looks overheated (SPY/MTUM RSI very high), it hedges: buys funds that jump when volatility rises (VIXY/VIXM) or parks in T‑Bills (BIL). - If parts of the market look washed out (QQQ, insurance stocks, momentum, or junk bonds very low RSI), it buys semiconductors (SOXX) for a rebound. - A credit + short‑term Treasury check (JNK and SHY) picks among three modes: recovery (gold/semis/real estate), early‑shock (long volatility + short cyclicals), or risk‑on (financials/industrials/semis, short volatility). - A quick trend check on volatility itself (short EMA vs longer EMA on VIXY) decides whether to favor long‑vol hedges or short‑vol carry (SVXY).

Daily RSI-driven, tactical strategy delivering superior risk-adjusted returns with far smaller drawdowns vs SPY. Out-of-sample Sharpe ~1.95 vs ~1.08; max drawdown ~2.3% vs ~18.8%; similar long-term returns with dramatically lower risk.