A daily, tactical “extremes” strategy: after overheated rallies it buys VIX‑linked funds for potential volatility spikes; after selloffs it buys 3x tech/S&P for rebounds; otherwise it holds T‑bills. Heavy use of leveraged/volatility ETFs; very high risk.

Vixation trades daily using an RSI “heat meter” (0–100; high = very strong/overbought, low = washed‑out) on big U.S. indexes (QQQ/Nasdaq, SPY/S&P 500, XLK/Tech). When markets run too hot, it buys VIX‑linked “fear gauge” funds (UVXY/VIXY/VIXM). When they get very cold, it takes short, high‑octane rebound bets (TECL or SPXL), sometimes shorting volatility (SVXY). Otherwise it parks in T‑bills/bonds (BIL/BSV). Very high risk.

Out-of-sample edge: ~27.3% annualized return vs ~21.6% for S&P, Calmar ~1.49, max drawdown ~18.4% (better). A rules-based, leveraged-volatility strategy targets higher risk-adjusted growth with controlled downside.