A daily‑rebalanced, rules‑based portfolio. It chases strength in calm markets (sector and 3x equity funds), but quickly flips to hedges—volatility ETPs, bonds, or cash—when markets look overheated or weak. A managed‑futures signal (KMLM) helps choose offense vs defense.

It’s a daily‑rebalanced, rules‑based mix that watches short‑term “heat” and trend. - RSI: a 0–100 “hot/cold” meter; very hot often cools, very cold often rebounds. - Moving average: average price over X days; above = uptrend, below = downtrend. - If stocks look very hot, it buys volatility funds (UVXY/VIXY) as an airbag. - In calm/uptrends it rotates into strong sectors or 3x funds (TECL, TQQQ) and sometimes short‑vol (SVXY). - A bond sleeve flips between long (TLT/TMF) and inverse (TMV). - KMLM (a managed‑futures trend fund) is a “weather vane” that tells it when to play offense vs switch to defense (SQQQ/TLT). - Extra sleeves trade gold miners and a small AI/quantum basket.

Out-of-sample, this strategy posts a positive risk-adjusted Sharpe (~0.23) and a smaller decline than SPY (−6.96% vs −21.01%), thanks to dynamic hedges, bonds, and managed futures. Diversified, rules-based exposure aims for steadier risk-adjusted gains vs the S&P 500.