A monthly, rules‑driven “risk on/off” strategy. It reads the bond market (BND vs BSV) and a fast SPY tripwire to decide between leveraged stock exposure and defensive hedges. A small monthly rotator adds an aggressive tilt. Uses leveraged/inverse ETFs.

- Trades monthly. First, a fast “panic” switch checks if the S&P 500 (SPY) just dropped hard; if yes, it moves into hedges (inverse stock funds, long Treasuries, anti‑beta). - Otherwise, it asks: are longer‑term bonds beating short‑term bonds over ~3 months (BND > BSV)? If yes, go “Risk ON” and rotate among leveraged stock funds (tech, semis, S&P, financials). If not, go “Risk OFF.” - In Risk OFF, it decides if rates are rising or falling and picks defense to match (short/long Treasuries, energy, cash/T‑bills, gold miners, equity bear funds). - A 20% satellite sleeve adds a monthly pick from an aggressive list. RSI here is just a “recent‑price heat” score to rank choices. - Uses 2x/3x leveraged and inverse ETFs—expect big swings.

Out-of-sample: 37.5% annualized vs SPY’s 23%, driven by dynamic risk-on/off rotations and monthly tilts. Higher upside with hedges in pullbacks—accept larger drawdowns for potential alpha over the S&P 500.