A rules‑based, three‑sleeve system: buys tech/semiconductor dips with 3× ETFs, hedges spikes, and rotates among Treasuries, the US dollar, commodities and gold based on simple “hot/cold” signals, trends, and rate/dollar moves. Aggressive and high‑risk.

Your money is split across three rule sets: about 25% buys dips in NASDAQ/semiconductors and hedges when they’re overheated; 25% rotates among 2–3 assets with the best recent trends; 50% follows a macro tree (rates, dollar, commodities). Signals use: (a) RSI (a simple “hot/cold” meter) to buy dips/sell spikes; (b) long‑term trend (price vs its 200‑day average) to decide risk‑on/off; (c) recent returns of stocks vs commodities and bonds vs the US dollar. It mostly buys 3× tech/semis (TQQQ, SOXL), switches to inverse/UVXY when stretched, and shifts to Treasuries (TMF/TLT), the US dollar (UUP), commodities (USCI), or gold (UGL) when stocks weaken. Idle cash sits in T‑Bills (BIL).

Out-of-sample Sharpe ~1.13 vs SPY ~0.93; outsized ~70.9% annualized returns vs 17% for SPY; Calmar ~2.50; higher drawdown ~28% but diversified sleeves capture tech dips, macro trends, and hedges—aiming for higher upside with managed risk.