A very aggressive switcher that jumps between tech, the broad market, volatility, and defensive diversifiers. It tries to hide when markets look overheated, buy rebounds after selloffs, and use KMLM as a signal for when to be safer.

This strategy is an all-or-nothing market switcher. It first asks: has the stock market gotten too hot too fast? It uses RSI, which is just a score of how stretched a recent move is. Very high RSI = prices may have jumped too far, too fast. If that happens, it moves into UVXY, a fund that usually rises when market fear spikes. If markets are not overheated, it then looks for the opposite: sharp recent drops in aggressive stock funds like technology, semiconductors, or the S&P 500. If one looks beaten down, it buys that area for a rebound. If neither extreme is present, it compares tech strength with KMLM, a managed-futures fund that follows trends across things like commodities, currencies, interest rates, and stock indexes. If tech looks stronger, it takes an aggressive risk-on position. If not, it shifts toward a calmer mix of defensive or diversifying funds.

Out-of-sample edge: ~63.8% annualized return vs SPY ~16%; Sharpe ~1.10 vs ~0.98; Calmar 2.32; alpha ~0.44%. Regime-switching, diversified exposure aims for bigger upside, with higher drawdowns possible vs SPY.