A very aggressive market-timing strategy that flips between leveraged tech bets, bearish funds, volatility trades, and defensive holdings like KMLM or T-bills based on short-term momentum and market stress signals.

This strategy constantly asks: are stocks, especially technology, getting too hot, too weak, or still healthy? It uses RSI, a 0–100 “temperature gauge” of recent price strength. Very high readings mean a move may be overheated; very low readings mean prices may be washed out. When tech is strong, it buys aggressive funds tied to the S&P 500, Nasdaq, semiconductors, or big tech. When markets look overheated or stressed, it shifts into volatility funds that can rise when fear spikes. When stock trends weaken, it may move into bearish funds, cash-like Treasury funds, or KMLM, a managed-futures fund used here as a defensive alternative to stocks.

OOS strategy delivers ~78% annualized return with Calmar ~2.49, offering stronger risk-adjusted upside vs SPY. Expect higher volatility and up to ~31% drawdown, but potential for meaningful growth in regime-shift markets.