A daily, rules-based “weather” reader that swings into one aggressive ETF at a time—3x tech/semis in good trends, VIX or inverse ETFs when stocks are stretched, and Treasuries/commodities/currencies in defensive, inflationary regimes. Very high risk.

Every day it reads the market “weather,” then holds one ETF. - Trend gauges: moving averages = price vs its long-term average (is it trending up or down?). - Stretch gauge: RSI = how “hot/cold” the recent move is (0–100; high=stretched, low=washed-out). Playbook: 1) If stocks are very hot, buy volatility (UVXY). If vol is already extreme, short vol (SVXY). 2) If stocks are very cold, buy a bounce in 3x tech/semis (TQQQ, SOXL, TECL)—unless bond signals say “risk-off,” then hedge/short (SQQQ, SOXS, TECS). 3) In inflationary/defensive regimes, rotate to Treasuries (TMF/TMV), commodities/oil (DBC/UCO), the US dollar (UUP), or cash-like T‑bills (BIL).

Adaptive regime-based rotation among leveraged ETFs, bonds and volatility. Out-of-sample annualized return ~53% vs S&P ~21%, strong risk-adjusted Calmar ~1.08. Higher drawdowns in stress, but big upside in trend regimes.