A daily, rules‑based, high‑octane strategy. It uses the S&P 500’s long‑term trend, short‑term RSI extremes, a bond‑vs‑small‑cap strength check, and volatility spikes to switch among TQQQ/TECL/SPXL (3x bulls), SQQQ (3x short), UVXY (volatility), EUM (short EM), or BSV (bonds).

Each day it: 1) Checks trend: Is the S&P 500 (SPY) above its 200‑day average? If yes, it usually holds TQQQ (3x Nasdaq) unless things look “too hot” (very high RSI), then it parks in UVXY (a fear/volatility fund). 2) If SPY is below its 200‑day average, it sometimes buys sharp dips in tech/S&P (TECL/SPXL) when RSI is very low. Otherwise it rotates among UVXY, TQQQ or EUM, or SQQQ vs BSV, using: TQQQ vs its 20‑day average and whether Treasuries (IEI) are stronger than small‑caps (IWM). RSI ≈ recent gains vs losses (0–100).

Out-of-sample, this strategy targets ~37% annualized return vs ~20% for the S&P, with Sharpe ~0.84 and Calmar ~0.75. It dynamically shifts into tech, volatility, and hedges for bigger upside, while accepting the potential for larger drawdowns.