Daily, rules-based “risk on/off” portfolio. 20% rotates among individual stocks after pullbacks; ~50% tactically rides or shorts the Nasdaq with leveraged ETFs; 30% holds oil when rising, else short‑term bonds. Uses trend lines and a simple 0–100 “hot/cold” (RSI) gauge.

Each day it: 1) Checks if the S&P 500 is trending up and not falling fast (long-term line and a recent-drop check) to set Risk ON/OFF. 2) About 20% buys a small basket of U.S. stocks that just pulled back from a preset list (ON) or a more defensive list (OFF). 3) ~50% tactically rides or shorts the Nasdaq using leveraged ETFs (TQQQ 3x/QLD 2x; SQQQ −3x/QID −2x). It uses simple dials: trend lines (20–200 day), short-term drops, and RSI (a 0–100 “hot/cold” gauge; low=washed‑out, high=overheated) to choose long, short, or park in bonds (TLT/SHY/BSV) or volatility (UVXY). 4) 30% holds oil (DBO) when its ~1‑month trend is up; otherwise short‑term Treasuries. Rebalances daily.

Out-of-sample, this strategy delivers higher risk-adjusted return and stronger upside than the S&P: Sharpe ~2.97 vs 2.72, annualized return ~60% vs ~36%, Calmar ~6.25. Note a higher drawdown (~9.6% vs 5.1%) during stress.