A rules-based swing/defense plan that shifts between cash-like T‑bills (SHV), tech (QQQ/ROM), Treasuries (TMF), and hedges (VIXY, BTAL, SQQQ) using oversold/overbought signals and SPY’s 200‑day trend.

It watches three gauges: 1) TQQQ oversold, 2) SPY vs its 200‑day average (trend), 3) short‑term “heat” (RSI: high=hot, low=cold). If tech is deeply oversold, it splits ROM (2x tech) and SHV (T‑bills). If SPY is weak, it goes defensive—QQQ+cash if bonds look strong; otherwise SQQQ (short Nasdaq)+BTAL (market‑neutral)+cash. If SPY is healthy, it keeps 50% in SHV and pairs it with QQQ, TMF (3x Treasuries), or SPLV. If things look too hot, it briefly uses VIXY (volatility)+TMF as a hedge.

Out-of-sample proof: ~16.7% annualized return with max drawdown ~12.6% vs SPY ~18.8%, Calmar ~1.32, and beta ~0.51. Less market risk, stronger downside protection, and solid risk-adjusted gains versus the S&P 500.