A fast, rules-based, risk‑on/risk‑off approach. It buys sharp rebounds in oversold markets, goes defensive or short in weak trends, and in calm times tilts to whichever is stronger (bonds or stocks), with strict caps on riskier positions like SVXY.

It’s a rulebook that shifts between offense, defense, and quick hedges. 1) Regime check: compares a short vs long “heat” score (RSI) on the S&P 500. Short-term stronger = normal; weaker = weak. 2) Weak: if stocks are very washed out (low RSI), buy the 2 most beaten‑down high‑octane stock funds (3x tech/semis/Nasdaq/S&P) for a bounce. Otherwise use defensive/short funds (BTAL, SH/SDS, cash), especially if price is under its 200‑day average. 3) Normal: if indexes/sectors look overheated (very high RSI), add brief hedges (UVXY or inverse tech/semis/oil). Otherwise pick bonds or stocks based on which is stronger; in stocks, mix recent winners with lower‑drawdown picks. SVXY (short volatility) is capped at 26% of the portfolio.

Out-of-sample, this rule-based strategy diversifies risk by switching between risk-on, defensive, and hedges with a capped SVXY exposure. It targets oversold rebounds, aims to curb tail risk, and seeks steadier risk-adjusted returns than the S&P 500.