A daily, rules-based “risk‑on/risk‑off” plan. It rides uptrends with 3x S&P/Nasdaq funds (UPRO/TQQQ) and, when markets look weak or overheated, moves to T‑bills/bonds or hedges with inverse and volatility funds (VXX, SQQQ, SDOW). Uses VXX to avoid K‑1s.

1) First, it checks if the S&P 500 (SPY) is above its 200‑day average. • If yes (risk‑on): the portfolio splits in half. Each half buys 3x S&P (UPRO) or 3x Nasdaq (TQQQ) when momentum is strong and volatility is calm, but shifts to cash‑like T‑bills (BIL) or hedges (VXX/SQQQ/SDOW) when prices look overbought. RSI is a 0–100 “hot/cold” gauge. • If no (risk‑off): it mostly holds T‑bills/bonds (BIL/AGG/TMF), sometimes gold (GLD) or hedges, and only buys dips in Nasdaq if deeply oversold. Note: uses VXX (not UVXY) to avoid K‑1 forms.

Out-of-sample annualized return ~42.6% vs SPY ~18.1%, with Calmar ~0.97. It leverages uptrends and uses risk-off hedges in downturns, targeting higher long-term growth while avoiding K-1s via VXX.