An aggressive switching strategy that jumps between leveraged stock funds, volatility trades, and KMLM—a managed-futures diversifier—based on whether markets look overheated, oversold, or unstable.

This strategy is a market-switcher. It first checks whether stocks look dangerously overheated using a momentum gauge called RSI, which simply measures how extreme recent price moves have been. If markets look too hot, it moves into volatility funds that tend to jump when stocks panic. If markets look washed out, it buys aggressive stock funds to play a rebound. If neither is true, it compares tech strength with KMLM, a managed-futures fund used here as a calmer alternative. It then picks whichever version of this playbook has recently been the least bumpy.

Out-of-sample annualized return ~131% vs ~30% for S&P, with Calmar ~3 and Sharpe ~1.53. A dynamic regime mix of leveraged equities, volatility hedges, and managed futures delivers strong upside with downside protection— though higher drawdowns than SPY.