A daily, rules‑based plan: when stocks get short‑term “too hot,” it hedges by buying volatility (VIXY) and defensive mixes (EUM/BTAL). If not hot, it holds SPY/QQQ. If the uptrend breaks, it rotates into bonds, volatility funds, or short ETFs until conditions improve.

Daily, rules‑based. 1) Trend check: Is SPY above its 200‑day average? If yes and the market looks “hot” (RSI > ~78; RSI is a 0–100 speedometer of recent buying), it shifts into shock absorbers: VIXY (benefits from volatility spikes) plus a smooth mix of EUM (inverse EM) and BTAL (anti‑beta). If not hot, it holds SPY/QQQ. 2) If SPY is below its 200‑day, it rotates among Treasuries (TLT/TMF/TMV), volatility funds (VIXY/UVXY/SVXY), shorts (SH/PSQ), or cash‑like SHV; very oversold tech may trigger small, tactical longs (TECL/TQQQ).

Backtested out-of-sample: ~24%/yr vs ~12% for the S&P, higher Sharpe (0.87 vs 0.66), positive alpha, and Calmar ~1.13. A regime-switching hedge engine aims for stronger upside with superior risk-adjusted returns—even with bigger but controlled drawdowns.