Two-mode tactical system: defensive bottom-two among PDBC/XLV/XLP when SPY is below its 200-day MA; otherwise a Nasdaq/tech leverage tilt using RSI/momentum signals, with volatility hedges (UVXY) and a Nasdaq dip-buy subgroup.

Two-mode tactical system. When SPY is below its 200-day moving average, the strategy buys the cheaper two of PDBC, XLV, XLP and weights them equally. When SPY is not below, it switches to a Nasdaq/Tech leverage setup (TQQQ, SPXL, SQQQ, UVXY, QQQ, TLT, etc.) guided by short-term RSI and momentum signals, sometimes with a Nasdaq dip-buy group. The plan uses short windows (10 days for RSI, 1–5 days for cumulative returns) and a mix of price, moving-average, and relative-strength checks to decide what to hold. It aims to protect on downturns and pursue upside on upturns, with volatility hedges as a safety net; it’s a backtested, rule-driven, but complex system with leverage and multiple asset classes.

Out-of-sample, this strategy offers higher risk-adjusted upside than SPY: Sharpe ~1.52, Calmar ~1.95, and ~84% annualized return vs ~23%. It shifts to defensive bets in weakness and uses Nasdaq/tech leverage with hedges, accepting larger drawdowns.