A contrarian, high‑octane switcher: if markets look overheated or QQQ just surged, it bets on a pullback via UVXY or inverse Nasdaq. Otherwise it rides Nasdaq with TQQQ; if too hot, flips to SQQQ. Uses RSI and short‑term jump checks.

It puts 100% into one fund at a time. It watches: SPY (S&P 500), QQQ (Nasdaq‑100), VTV (value), VOX (communication), XLP (staples), XLF (financials). RSI is a 0–100 “heat” score; >~80 = very hot. If any are very hot, it buys UVXY (a VIX fund that jumps when stocks drop). Else, if QQQ popped ~2–10% in 1–10 days, it shorts Nasdaq with QID (−2x). Else, if QQQ’s RSI(14) < 75 it buys TQQQ (+3x); otherwise SQQQ (−3x). Very risky.

Rule-based contrarian strategy that shifts between Nasdaq bets (TQQQ/SQQQ) and volatility hedges (UVXY). In OOS tests it delivers positive risk-adjusted returns and diversification versus SPY, especially during volatility spikes.