A rule‑based swing strategy that buys dips in 3x tech/semis/S&P, fades overheated rallies with volatility ETFs, and flips between long/short Treasuries as rates change—using bonds and commodities as risk‑on/off guides.

It watches 3 dashboards and rotates into one ETF at a time. - Stock heat: RSI is a 0–100 “hot/cold” meter. >70 = hot, <30 = cold. If SPY is hot, it buys volatility (UVXY/VIXY) to fade a pullback. If cold, it buys beaten‑down 3x bulls (TQQQ/TECL/SOXL/UPRO) if bonds agree. - Rates: If bonds are weak (rising rates), it uses TMV or inverse equity (SQQQ/SOXS/TECS/SPXU). If bonds are strong (falling rates), it can use TMF and high‑beta bulls. - Stress: If commodity choppiness (DBC) is high, it shifts defensive (gold, USD, inverse ETFs). Uses leveraged ETFs—very risky and fast‑moving.

Out-of-sample edge: 32.2% annualized return vs SPY’s 25.0%, with a Calmar ~0.66. Tactical rotations harness dips via rates/volatility/commodities to capture big upside, but expect higher drawdowns (~49%).