Rules-based, tech-led, multi-sleeve portfolio that rides uptrends, steps to cash/bonds or hedges in selloffs, selectively trades volatility and commodities, and sizes sleeves by recent calmness.

Capital is split into sleeves and tilted toward the calmer ones (inverse‑vol). Core: ride big‑cap tech uptrends with leveraged funds when above long‑term averages; shift to cash/short bonds or inverse tech when weak. A heat gauge (RSI 0–100: high=hot, low=cold) triggers brief volatility hedges or dip‑buys. Other sleeves trend‑follow Treasuries, cautiously sell volatility only when price is strong, add commodities when rising, and sometimes short the S&P 500. Many cash fallbacks and moving‑average “brakes.”

Out-of-sample, this strategy shows stronger risk-adjusted performance than the S&P: Sharpe ~1.02, Calmar ~1.46, max drawdown ~13.5% vs ~18.8% for SPY, aiming ~19.7% annualized return with hedges and diversification.