An aggressive switching strategy that uses bond-vs-stock signals to choose between bullish or bearish leveraged funds, then buys the recent laggard for a short-term bounce.

This strategy is a very aggressive market-timing system. It first compares the recent behavior of safer bond funds versus riskier stock funds using RSI, which is just a way to measure how strong or stretched a recent price move has been. That decides whether it wants a bullish fund or a bearish fund. Then, from a small list, it picks the one that has been weakest over the last few days, betting on a short-term rebound. Two versions of this idea compete, and the strategy splits money toward the versions with the better recent risk profile.

Out-of-sample this strategy yields higher annualized return (≈27.4% vs 22.3% of the S&P 500) via regime-switching and short-term mean reversion in leveraged/inverse ETFs. Expect higher volatility and drawdowns (~56% vs ~19%), but potentially larger upside in bull markets.