A tactical, K‑1‑free swing strategy that rotates among leveraged tech/semis, inverse hedges, Treasuries, or T‑Bills. It buys dips, fades short-term spikes, follows the trend when calm, and moves to cash/bonds when volatility or defensive leadership rises.

It’s a fast, rules-based plan that flips between: • Offense: TECL/SOXL (3x tech/semis). • Defense: BIL (T‑Bills) or TMF/TMV (3x long/short Treasuries). • Hedges: SOXS/TECS (3x inverse). Signals: • TQQQ (fast Nasdaq gauge): +>~6% day = fade with SOXS/TECS; −~12–13% in 6 days or low RSI (~<32; a simple “heat” score—low=oversold, high=overheated) = buy TECL/SOXL. • Trend: QQQ > 25‑day average = OK; big drawdown = hold BIL. • Volatility: VIXY up = cautious; down = normal. • Leadership: XLK>XLP = risk‑on; else prefer cash/bonds. Bond checks fine‑tune offense vs cash. Often keeps ~15% in BIL. All ETFs are K‑1‑free.

Out-of-sample: ~62% annualized return vs ~20% for the S&P, Calmar ~1.33, with risk controls that ride uptrends and defend in volatility. Higher growth with disciplined risk—an active alternative to SPY, though drawdowns can be larger in stress.