A daily, rules-based, high-beta swing strategy. It buys 3x tech/semis when trends are healthy, hedges or shorts on overheated spikes, and rotates to T-bills, bonds, gold, defensives, or KMLM managed futures when risk rises.

Each day it checks if the market is above its 200-day trend. If yes, it leans into fast movers (TQQQ/TECL/SOXL/UPRO). It uses RSI (a 0–100 speedometer for how stretched prices are): very high = hedge/short (UVXY, SQQQ); very low = buy dips. If volatility or bond signals look risky, it shifts to T‑bills (BIL/SHV), bonds (TMF/TMV), gold/USD/defensive ETFs, or KMLM (managed futures). Positions are sized by recent volatility.

Out-of-sample annualized return ≈62% vs SPY ≈29%; Calmar ≈4.7 signals strong risk-adjusted upside. With adaptive hedges and volatility defenses, the strategy aims to outperform the S&P across regimes, albeit with larger drawdowns.