A daily‑rebalanced, rules‑based portfolio. It rides tech/semiconductor strength in uptrends, but quickly de‑risks to cash, Treasuries, defensives, and volatility hedges when markets look hot or weak, while keeping diversifiers like gold and managed futures (KMLM).

Every day the strategy checks simple price rules to judge if stocks look strong or tired. If strong, it leans into growth (mainly big‑tech/semis via QQQ/XLK, sometimes leveraged like TQQQ/SOXL). If overheated or weak, it shifts to cash/T‑bills, Treasuries, defensives (XLP/XLU, BTAL), or short‑term volatility hedges (VIXY/UVXY). It also holds diversifiers: gold (GLD) and KMLM (a managed‑futures ETF that follows trends in commodities, currencies, and rates). “RSI” here just gauges how fast price rose/fell recently; moving averages check trend.

Out-of-sample, this strategy yields 22.06% vs 21.20% SPY, with positive alpha and negative beta—providing market hedging. Diversified sleeves and Calmar ~6.8 offer superior risk-adjusted growth and downside control.