A daily, rules‑based strategy: ride leveraged tech/semiconductor momentum in uptrends; when markets overheat or weaken, rotate to hedges—inverse ETFs, Treasuries, and volatility ETPs. Uses RSI, moving averages, volatility, and KMLM as a risk gauge.

In plain English: the system first checks if the market’s long‑term trend is up (S&P 500 above its 200‑day average). If yes, it rides fast movers—mainly tech/semiconductor funds, often the 3x versions. If prices look overheated (RSI is very high) or volatility jumps, it adds hedges like volatility funds (UVXY/UVIX) or inverse funds (SQQQ/SOXS), or parks some cash (BIL) and a market‑neutral buffer (BTAL). If the long‑term trend is down, it flips defensive: inverse tech (PSQ/SQQQ), Treasuries (TLT/TMF), and sometimes volatility ETPs. It also watches KMLM—a managed‑futures fund that tends to do well in inflation or crisis. If KMLM is strong while tech weakens, that’s another cue to stay defensive. Key ideas in simple terms: - RSI: a 0–100 “heat meter” of recent gains vs losses; high = overheated, low = washed‑out. - Moving average: the recent average price; above it = uptrend, below it = downtrend. - Volatility: how bumpy returns are; when it spikes, the system cuts risk. Main funds you’ll see: TQQQ/TECL/SOXL/SPXL (leveraged tech/semis), SQQQ/SOXS/SH (inverse), UVXY/UVIX/VXX (volatility hedges), TLT/TMF (Treasuries), BIL (T‑bills), BTAL (market‑neutral), KMLM (managed futures), plus occasional single‑stock leveraged ETFs (NVDA, AMZN, GOOGL, META, AAPL, TSLA). It rebalances daily.

Out-of-sample edge: Sharpe 1.29 vs 0.50, alpha ≈0.95M, oos return ≈88% vs S&P ≈6%, Calmar 4.20. High upside in tech/momentum with hedges and a near -1 beta to SPY—stronger risk-adjusted upside than the S&P.