A daily, rules‑based portfolio aiming to cut big losses while riding tech rallies: 20% stock picker with a risk switch, 50% tactical Nasdaq using leveraged long/short and simple “heat/trend” tests (plus a volatility hedge), and a 30% oil‑or‑bonds sleeve.

Rebalanced daily, it splits money into 4 sleeves: 1) 20% stocks: when the S&P 500’s last 2‑week drop is under ~5%, buy 8 “on‑sale” names from a tech/quality list; else buy 6 steadier, defensive names. 2–3) 50% Nasdaq timing: rotate among TQQQ (3× up), SQQQ (3× down), Treasuries, or a mega‑cap tech mix using simple signals—trend (200‑day line), recent “heat” (RSI: high=hot, low=cold), and 1–5 day moves. Sometimes uses UVXY as a crash hedge. 4) 30% hedge: hold oil (DBO) when rising; else short‑term bonds (SHY/BSV).

Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P: Sharpe 2.94 vs 2.72, Calmar 6.19, annualized return 59.6% vs 35.6%. A diversified, regime-driven approach designed to ride tech rallies while using hedges to manage risk.