Aggressive, rules‑based rotation. Reads stocks, bonds, and commodities to pick one high‑momentum 3x fund in good times; fades overheated bursts with volatility; in stress, shifts to bearish ETFs, Treasuries (long or inverse), or cash‑like T‑Bills.

It first reads the market’s weather: stock trend, bond trend/heat, commodity stress, a high‑beta risk gauge, and T‑bills vs 10‑yr bonds. If healthy, it buys one “fastest horse,” usually a 3x tech/semis/QQQ or S&P fund. If a rally looks too hot (RSI—0–100 hot/cold—high or a big 1‑day pop), it briefly buys volatility to hedge. If weak or inflation/rising‑rate stress, it flips to bearish 3x funds, to 3x Treasuries when rates fall, to 3x inverse Treasuries when rates rise, or parks in T‑Bills. It can also tilt to energy, the dollar, or strong countries.

Out-of-sample annualized return ~43.8% vs ~23.5% for the S&P; beta ~0.76 reduces market risk; Calmar ~1.66 signals strong risk-adjusted upside per drawdown. Regime-aware rotation with hedges targets bigger, smoother gains than the S&P.