A fast, all‑in, daily rotation. Uses short‑term “hot/cold” readings and long‑term trends in stocks, bonds, and commodities to sell rips (via UVXY), buy dips (3x tech/semis), and switch between long/short Treasuries (TMF/TMV). High risk, big swings.

Each day it reads the market: stock trend (SPY), bond trend (TLT), rate tone (short vs long Treasuries), and commodity stress (DBC). If stocks are “hot” (RSI = short‑term hot/cold meter), it often buys volatility (UVXY/VIXY) to play a pullback. If stocks are “cold,” it buys a rebound in the strongest area (often 3x tech/semis: TQQQ/TECL/SOXL) unless bonds say stay defensive. It flips between TMF (rates falling) and TMV (rates rising). In riskier regimes it uses inverse stock ETFs, gold/oil/USD, or Brazil/India. It picks one ETF and rebalances daily. Very aggressive.

Out-of-sample, this strategy targets roughly 41% annualized return vs SPY’s 21%, with a ~0.82 Sharpe and ~0.74 Calmar. Expect bigger swings and larger drawdowns (~55% vs ~19%), but far stronger upside in regime shifts.