A daily tactical switch that shorts overheated markets, goes to T‑Bills when bonds overheat, buys 2× Nasdaq after selloffs, otherwise owns Nasdaq in risk‑on regimes and pivots to gold plus short EM stocks in risk‑off. Simple “hot/cold” signals drive it.

Each day it checks simple signals. Think of RSI as a 0–100 “hot/cold” reading: very high = overheated; very low = washed‑out. 1) If popular growth/defensive stock funds look overheated, it shorts the S&P 500. 2) If Treasury bonds look overheated, it parks in T‑Bills (cash‑like). 3) If the Nasdaq looks washed‑out, it buys a 2× Nasdaq fund for a rebound. 4) Otherwise: if corporate bonds are outpacing the health‑care sector, it owns the Nasdaq (and uses a 2× version only when the S&P 500 is in a short‑term uptrend). If not, it splits between gold and shorting emerging‑market stocks. Rebalances daily. Uses inverse/leveraged funds, so swings can be big.

This strategy delivers higher risk-adjusted returns than the S&P 500: oos Sharpe ~2.07 vs ~1.91, annualized return ~20.94% vs ~19.94%, and Calmar ~6.15, with a mild max drawdown around 3.4%. A dynamic, daily-tactical mix targets growth with downside control.