A crash-aware, regime-switching strategy. In panic, it shorts stocks. In calm with easing yields, it buys the most oversold leveraged stock funds. If yields rise, it turns defensive (USD + hedges). If yields fall, it runs a 55/45 UPRO/TMF HFEA core, with a safety brake.

It’s a tactical “switcher” that uses simple signals to pick where to be: 1) Panic mode: if volatility is surging (a short-term “overheated” score on VIXM), it shorts the S&P 500 with a 3x inverse fund (SPXS). 2) Otherwise, if bonds beat cash over 2 months, it puts ~68% into the three most “oversold” leveraged stock funds (picked from TECL, SOXL, FAS, TQQQ, UPRO). 3) If bonds don’t beat cash, it checks interest rates: when long-term bonds are falling (rates rising), it goes defensive (USD plus either inverse Nasdaq or short Treasuries). When long-term bonds are rising (rates falling), it runs a refined HFEA core: about 55% in 3x S&P 500 (UPRO) and 45% in 3x long Treasuries (TMF) — unless the S&P 500 just had a sharp drop, in which case it parks in T‑bills (BIL). It rebalances only when weights drift roughly 8% from targets.

Stronger upside: out-of-sample annualized return ~29.6% vs S&P 22.6%. Tactical, crash-aware shifts (hedges, USD, cash) aim to protect in chaos while pursuing leveraged equity exposure in calm markets. Caveat: larger drawdowns in stress months.