Rules-based, daily swing strategy that switches among leveraged semiconductors, oil, natural gas, volatility, and Treasuries using simple “heat” (RSI), trend (moving averages), and volatility checks to press winners and hedge when markets look stretched.

Each day it checks simple “heat” and trend gauges: - RSI: a 0–100 “heat meter” of recent moves (high=overheated; low=washed‑out). - Moving averages: recent price vs its average to spot trend. It then rotates among a few high‑octane ETFs: semis (SOXL=3x, USD=2x), oil (USO/SCO=−2x), gas (BOIL=2x/KOLD=−2x; UNG/UNL plain), volatility (VIXY/VIXM/SVXY), and Treasuries (TMF=3x/TMV=−3x). Overheated → add vol hedges; washed‑out → press risk (often semis). Otherwise it trend‑trades oil/gas and flips long/short Treasuries. Position sizes adapt to recent choppiness.

Out-of-sample, this rules-based, cross-asset strategy shows stronger risk-adjusted returns than the S&P 500 by riding trends, hedging with volatility, and rotating among semis, energy, and bonds—delivering resilience and upside across regimes.