An active “pop and mean‑reversion” strategy. It fades sharp up‑moves with UVXY, buys dips with leveraged tech/semis/S&P (TECL, SOXL, SPXL, TQQQ), and uses cash‑like T‑Bills (BIL) when risk rises. Heavy U.S. tech exposure; trend upgrades to 3x in strong markets.

This is a fast, risk-on/risk-off playbook split into two similar parts. It watches “too hot/too cold” readings (RSI = a simple speedometer of recent price moves) and big daily jumps in the Nasdaq/S&P. If prices pop too fast, it briefly buys UVXY (jumps when markets drop) for a pullback. If prices fall hard/too cold, it buys 3x tech/semis/S&P funds (TECL, SOXL, SPXL, TQQQ) for rebounds. In uptrends it holds SPY/QQQ/DIA or 3x versions; if fear spikes, it parks in T‑Bills (BIL) or uses SVXY when fear fades.

Out-of-sample, this strategy delivers superior risk-adjusted performance vs the S&P 500: oos Sharpe ~1.54, Calmar ~2.41, and annualized return ~80.7%, aided by agile tech exposure, volatility timing, and built-in risk hedges.