A quarterly, risk-on/risk-off playbook. It checks bonds vs cash and the long-Treasury trend to decide the regime, then picks funds by a short-term "hot/cold" score (RSI): leveraged stocks when conditions are good; hedges or bonds/gold when they’re not.

Each quarter it follows two checks. 1) If broad bonds beat cash-like T‑bills over ~60 days: go risk‑on and equally buy 4 leveraged stock funds that look least overheated by a 10‑day "hot/cold" score (RSI). 2) Otherwise: if long Treasuries lag T‑bills over ~20 days (rising rates), put 60% in 3 hedges (inverse Treasuries, bearish stock funds, volatility, staples/energy) by that score, and 40% in long Treasuries. If they lead (falling rates), put 80% in staples, healthcare, short/long Treasuries, and gold; keep 20% cash. RSI = quick heat check; lower = less hot.

Out-of-sample, this strategy targets higher growth: ~34.9% annualized vs S&P 22.3%, using regime-switching and selective leverage with risk hedges. Higher upside, but larger drawdowns (~52% vs ~19%), i.e., bigger gains and bigger losses.