A fast-moving strategy that tries to buy beaten-down tech and stock-market funds, but retreats into volatility protection or KMLM when markets look overheated or defensive.

This strategy checks the market every day and puts all its money into just one holding at a time. If parts of the stock market look too overheated, it moves into VXX, a product that tends to rise when fear and volatility jump. If markets are not overheated, it looks for sharp short-term pullbacks in aggressive stock funds tied to tech, semiconductors, the S&P 500, or biotech, and buys them for a rebound. If no rebound setup appears, it often falls back to KMLM, a managed-futures fund that follows trends in things like commodities, currencies, and interest rates, rather than regular stocks.

Out-of-sample edge: Sharpe 1.26 vs 1.06, Calmar 2.28, and a volatility hedge with tactical tech rebounds. 792 days backtested; a single-position, risk-aware system designed to outperform the S&P 500 on a risk-adjusted basis.