A cash-based, rule-driven tactical strategy that toggles between hedges/bonds and leveraged tech (TQQQ) using trend and momentum signals (SHY/500-day, SPY/200-day, volatility and short windows). It aims to protect in downturns and capture upside in uptrends, with a 3% rebalancing threshold and no fixed schedule.

- Start with cash. - If long-term bond signal says risk is rising (SHY price below its 500-day MA), tilt 75% to the best-performing hedge (VIXY or TMF) and 25% to IEI. - If not, check SPY volatility; if recent volatility is very high (10-day SD > 3), tilt to the hedge basket as above. - If volatility is not high, check SPY momentum: if SPY is above its 200-day MA, lean into leveraged tech (75% to TQQQ) and use a momentum screen to pick the remaining exposure between QQQ and SSO. - If SPY is not above its 200-day MA, pick between QQQ and SSO using momentum. - Weighs are adjusted only when drift exceeds 3% (3% corridor). - The plan backtests from 2011-12-01 and uses a stack of windows (8, 5, 10, 200, 500 days) to compute moving averages, momentum, and volatility signals.

Out-of-sample edge: ≈47.5% annualized return vs SPY ≈24.4%, with solid risk-adjusted metrics (Calmar ≈1, Sharpe ≈1). Uses leveraged tech in uptrends and hedges in downturns—expect larger drawdowns (≈48% vs ≈19%), but substantially higher upside.