A tactical, contrarian strategy that rotates among BTAL, SVXY, XLE, and BIL. It parks in cash when volatility rises, flips to BTAL when markets look overheated, and otherwise mixes BTAL/SVXY (and sometimes XLE) when trends are calm.

It only buys 4 funds: BTAL (anti‑beta), SVXY (short volatility), XLE (energy), BIL (T‑Bills). It first checks volatility (via UVXY). If vol is rising, it hides in BIL. If the market is okay, it checks for “too hot” readings (RSI: a 0–100 heat meter; >80=too hot). Hot = switch to BTAL. Otherwise it mixes BTAL and SVXY based on trend and bond‑vs‑Nasdaq strength, sometimes adding XLE.

Out-of-sample, volatility-aware contrarian strategy: ~22% annualized return, ~12% max drawdown, beta ~0.16, Calmar ~1.78, alpha ~0.17. Higher risk-adjusted gains vs SPY with lower downside.