A two‑sleeve, all‑weather plan: ride tech/AI strength when the market is healthy, but hedge or shift to bonds when it weakens. A second sleeve mostly holds short‑term bonds, jumping into volatility (UVXY) only when fear or froth spikes.

Two sleeves. 1) Growth/hedge: Uses SPY’s 200‑day average (long‑term trend) to set risk. In uptrends, hold the recent winner of QQQ (big tech) or BOTZ (AI/robotics); if QQQ looks overheated (RSI>81; RSI is a 0–100 ‘hot/cold’ gauge), flip to PSQ (inverse QQQ). In downtrends, buy sharp dips (QLD or SPY when RSI<30); else hedge with PSQ/SH or park in SHY; default to QQQ if stabilizing. 2) “BS Catcher”: Usually BSV (short‑term bonds). If markets look frothy or fearful (RSI spikes), briefly buy UVXY (volatility).

Out-of-sample, this strategy beats the S&P on risk-adjusted return: OOS Sharpe ~1.50 vs 1.40, max drawdown ~12.2% vs 18.8%, Calmar ~1.74. A two-sleeve plan blending AI/tech exposure with bond hedges for smoother, stronger upside.