A bull-leaning, weekly rotation that mixes fastest-horse and most-beaten-down picks across leveraged tech/semis, S&P, bonds, oil, currencies and volatility, with a fear switch to park in USD and short-term Treasuries. Very high risk.

Trades weekly and splits money between two modules. 1) If shorting bonds looks hotter than big tech (a 0–100 recent-moves score), it shorts long Treasuries (TBF). Otherwise it holds: (a) the fastest of SOXL 3x semis, TQQQ 3x Nasdaq, or TMF 3x long bonds; and (b) the most beaten-down of SOXL, TQQQ, or STIP short-term TIPS. 2) If the fear gauge VIXM is hot, hide in UUP US dollar and SHY 1–3yr Treasuries. Else, if bonds trend up, hold UPRO 3x S&P 500 plus the week’s strongest of TECL 3x tech, UPRO, TBX short Treasuries, DIG 2x oil, or SVXY short volatility. If not, buy two oversold picks: one from TECL vs BTAL defensive anti-beta, and one from DIG, VIXM, YCS short yen, or PST short Treasuries.

Out-of-sample edge: ~63% annualized vs ~21% for the S&P, with higher risk-adjusted return (Sharpe ~1.51). A weekly two-module rotation across leveraged tech/semis, bonds and hedges targets bigger upside with disciplined risk.