A rapid, high‑risk trading system that switches between leveraged long and short ETFs. It compares short‑term stock strength to cash‑like Treasuries to choose a playbook, then uses bond‑vs‑stock cues to either fade hot tech/high‑beta moves or buy the most beaten‑down theme.

First, it gives both stocks and a cash‑like Treasury fund a short‑term “strength score” (RSI = a simple 0–100 measure of recent price strength). If stocks look stronger, it runs Playbook A; if not, Playbook B. Playbook A: When Treasuries look stronger than stocks over a few days, it flips between 3x long or 3x short Nasdaq; otherwise it trades 3x bull/bear “high‑beta” S&P funds. It often fades big short‑term moves. Playbook B: When stocks look weak vs cash, it buys the most beaten‑down fund from a rotating list of leveraged themes (tech, small caps, EM, China, biotech, Treasuries). If small caps look stronger than bonds, it instead picks from a list of inverse funds. It only changes when signals flip.

Out-of-sample annualized return ≈41% vs SPY ≈21%, with solid risk metrics (Calmar 0.81, Sharpe 0.85). A dynamic long/short, momentum/mean-reversion approach designed for outsized upside; expect higher drawdowns in stress.