A highly levered, indicator-driven market-timing strategy that toggles between volatility hedges and leveraged tech bets, using Treasuries to hedge, with no fixed rebalancing.

RSI (a measure of how stretched prices are) tells the system when the market is too hot or too cold. If the market is too hot, it steps out of plain stock bets and into volatility-related funds (which tend to perform well when volatility spikes). It prioritizes one top pick from a group of candidates and allocates most of the capital to that pick. If the market is too cold, it may look to buy into leveraged tech/semiconductor bets but only after checking bond-market signals to reduce risk; it may also switch to bearish bets if conditions favor them. The system uses Treasury ETFs to hedge or dampen moves, and it leverages positions up to about 3x to magnify gains (and losses). There is no set daily rebalancing; adjustments happen within a small adjustment band (corridor) rather than on a fixed schedule. The aim is to ride big market moves while keeping some protection via Treasuries.

Dynamic, indicator-driven strategy blends volatility hedges with up to 3x levered bets. Out-of-sample annualized return ~48% vs SPY ~21%, aided by Treasuries. Expect larger drawdowns (~71%) but potentially far higher upside in volatile markets.