Two-sleeve plan: In “bear” markets it buys sharp 5‑day dips in Nasdaq/S&P with 3x ETFs or parks in a defensive mix; in “bull/calm” it runs a Hedgefundie‑style stocks+bonds blend. A second sleeve “surfs” to the most beaten‑down funds (or bonds) using RSI and a volatility check.

Split 50/50 between a regime switcher and a “fund surfer.” RSI = 0–100 score of recent strength (low = oversold). Max drawdown = worst recent drop. 3x ETFs move ~3× per day. (1) Regime: If the S&P 500’s 1‑yr drop >10% (bearish), it buys 5‑day dips in Nasdaq/S&P via TQQQ/UPRO unless today already jumped >5%; otherwise it holds a Safety Mix (UUP=USD, GLD=gold, XLP=staples, SHY=short‑term Treasuries). If not bearish, it runs a Hedgefundie‑style blend: ~55% 3x stocks (tilted to the calmer of UPRO/TQQQ) + 45% 3x long Treasuries (TMF); if the last 10 days were rough, use the Safety Mix. (2) Fund surfer: When volatility (UVXY) isn’t hot, buy the single lowest‑RSI fund from a small list (stocks/tech or SHY). When vol is hot, either buy the two lowest‑RSI funds from that list plus commodities (DBC/DBA), or pick TMF vs TMV (3x long vs 3x short long‑bonds) based on which held up better over 5 days.

Out-of-sample return ~37%/yr vs SPY ~23%, driven by regime-switching and dip-buying with a defensive ballast. Higher upside, but expect larger drawdowns and a different risk profile than the S&P 500.