Daily tactical strategy that toggles between volatility hedges, defensive shorts, and contrarian bets in high‑beta ETFs. It reacts to steep Nasdaq drops and pops, checks S&P choppiness, and uses a simple bonds‑vs‑tech strength gauge to choose baskets.

It rebalances daily. 1) If a 3× Nasdaq fund (TQQQ) crashed over ~1 week but then jumps in a day, it buys volatility (VIXY ~25%) and spreads the rest across defensive/short funds (inverse stocks, dollar, bonds). 2) Else, if the S&P 500’s swings have been unusually large, it holds the two calmest picks from bond/volatility funds. 3) Else, it compares bonds vs tech with a simple hot/cold score (RSI = balance of recent up vs down days). If bonds look stronger, it buys recent losers among bullish high‑beta ETFs; if tech looks stronger, it buys recent losers among bearish ETFs.

Out-of-sample annualized return ~62% vs SPY ~25% (Calmar ~1.33). Regime-switching among volatility hedges/defensives targets big upside in extreme moves; but max drawdown ~47% and beta ~1.27—higher risk than SPY.