Starts with a macro switch: when inflation expectations (RINF) trend up, it trades short‑term extremes (hedge when too hot, buy dips, or hold a quality basket). When not, it trend‑follows Nasdaq or uses an inverse hedge. Uses 3×/volatility ETFs; daily.

Step 1 (regime): If RINF (inflation‑expectations ETF) is above its 200‑day average, use a fast tactical plan; otherwise a simpler trend plan. Tactical: If QQQ/SPY look very hot (RSI>80), hedge with VIXY (volatility). If extended hot, use GLD (gold). If very cold (RSI<30), buy TECL/FAS (3× tech/financials). Else, if bonds beat cash and equity “shorts,” buy TQQQ (3× Nasdaq); otherwise hold a low‑vol basket (LLY, NVO, COST, plus PGR or GE). Simple: Trend TQQQ/QLD/QQQ; if weak, switch to one inverse ETF (PSQ/DOG/SH/RWM/TBF). Daily rebalance. RSI=0–100 hot/cold.

Out-of-sample: ~28.6% annualized return vs SPY ~20.3%, aided by inflation-regime hedges and active risk controls. Higher upside, but expect larger drawdowns (~40%), so suited for investors with higher risk tolerance.