A daily, risk-on/off playbook: hedge with UVXY when markets look overheated, park in T‑bills if volatility builds, buy big dips with leveraged tech/semis, and when stocks stall, rotate into managed futures, Treasuries, or the U.S. dollar.

Each day the rules flip between offense and defense using a simple 0–100 speedometer (RSI) of recent price moves. If many stock funds look red‑hot (RSI ~80+), it hedges with UVXY. If volatility keeps rising, it parks in T‑bills (BIL). If stocks are deeply oversold, it buys the dip with TQQQ/SOXL/SPXL. If no dip: when tech beats managed‑futures (KMLM), it rides TECL/TQQQ; otherwise it may short tech (TECS) or hold the 2 strongest of TMV, TMF, FTLS, KMLM, UUP.

Dynamic, rules-based sleeve using hedges and cross-asset rotation to diversify from the S&P 500. Out-of-sample: -14.7% annualized return and 23.5% max drawdown vs SPY’s +32.5% and ~3% drawdown. Best as a small tactical diversifier, not core.