A fast, rules‑based trader that flips between risk‑on and risk‑off using week‑to‑month momentum and simple stretch/volatility checks. It buys cyclicals in good tapes, hedges or shorts weak spots in bad tapes, sizes by volatility, and rebalances daily.

1) Quick health check: if global stocks trail low‑vol US stocks (over ~1 week), go defensive; else go pro‑cyclical. 2) Defensive mode: hold utilities/healthcare/gold/UST, add volatility hedges, and short weak areas (energy, materials, real estate). A tiny “is a bottom forming?” test (insurance vs European banks) can cut shorts and add semis/software/devices. 3) Pro‑cyclical mode: own semis/industrials/financials/QQQ and bet on calm markets. If moves look too stretched—prices sprint or daily swings shrink—it briefly hedges by buying volatility or shorting defensives. Extras: if Nasdaq looks washed‑out (RSI, a 0–100 speedometer of recent moves, is low), it buys semis; if not, it mixes in a market‑neutral ETF and low‑vol stocks. Positions are sized larger in steadier ETFs and smaller in jumpy ones. Rebalanced daily.

This strategy delivers higher risk-adjusted returns with far lower drawdowns vs the S&P: oos return ~19.46% vs 14.35%, max drawdown ~6.23% vs ~18.76%, Sharpe ~1.70 vs ~0.81, beta ~0.22. Dynamic, hedged momentum for steadier upside.