A very aggressive all-in switching strategy that jumps among leveraged stock funds, volatility trades, and KMLM based on whether markets look overheated, oversold, or defensive.

This strategy always puts 100% of the money into just one fund at a time. It first checks whether parts of the market look overheated using RSI, a score from 0–100 that measures how fast prices have moved recently. Very high RSI means “gone up too far, too fast”; very low RSI means “fallen hard, may bounce.” If many stock areas look too hot, it buys UVXY, a fund that tends to rise when market fear jumps. If not, it looks for sharp selloffs in aggressive areas like tech, semiconductors, biotech, or the S&P 500 and buys a leveraged fund for a rebound. If no rebound setup is found, it compares those stock trades with KMLM, a managed-futures fund that follows trends in commodities, currencies, and rates. If KMLM looks stronger, the strategy turns defensive with KMLM or even bets against tech.

Out-of-sample, this strategy delivers ~92% annualized return with Sharpe ~1.19 and Calmar ~1.87—beat the S&P on risk-adjusted terms. A diversified, tactical blend of volatility, leverage, and trend-following aims for bigger upside.