Daily, tactical plan: hedge with UVXY when markets look overheated, buy rebounds when they look washed‑out, otherwise own a momentum‑weighted basket of nuclear‑energy stocks in uptrends or inverse Nasdaq ETFs in downtrends.

Controls ~60% of the portfolio. It watches a short‑term “hot/cold” score (RSI: 0–100). - Too hot (80+ on key indexes/sectors): switch to crash insurance (UVXY) plus an anti‑beta hedge (BTAL). - Too cold (RSI <30): buy rebound plays (TQQQ or UPRO). - Otherwise: if the S&P 500 is above its 200‑day average, own the 3 best recent nuclear‑energy names (e.g., SMR, BWXT, CEG, NLR), sized for lower risk; if below, use inverse Nasdaq funds (PSQ/SQQQ). Rebalances daily.

Out-of-sample: ~61.65% annualized return with Sharpe ~0.96 and Calmar ~1.06, vs the S&P ~15% return. A tactical, regime-switching strategy that captures nuclear-energy momentum gains and uses hedges during heat, offering strong upside with managed risk.