Rules-based rotation that uses a trend filter and a “hot/cold” gauge (RSI) to toggle between leveraged tech, safety bonds, and volatility hedges. It buys dips, hedges when markets run hot, and cross-checks bonds, dollar, and gold to avoid bad shorts.

First, is the market trending up? (SPY above its 200‑day average.) If yes, it prefers growth (TQQQ = 3x big tech) unless things look too “hot” (RSI = a hot/cold gauge), then it hedges with SQQQ or UVXY (inverse tech/vol). If no, it buys dips in tech when very “cold”; otherwise it parks in short‑term bonds (SHY/SHV/STIP). Before shorting, it cross‑checks Treasuries (TLT), the US dollar (UUP/UDN), and gold (UGL). A side sleeve (“VIXen”) adds/removes volatility hedges as markets heat/cool. High risk.

Out-of-sample, this strategy targets ~69.6% annualized returns with a ~1.60 Sharpe and ~2.24 Calmar, far above SPY’s ~22.5% and ~1.41 Sharpe. It unlocks bigger upside via trend/RSI hedging, but accepts higher drawdowns in stress.