Daily, tactical plan: fade overheated markets with a volatility bet (UVXY); buy rebounds when Nasdaq is washed out (TQQQ); if stress grows, rotate defensively among SQQQ, cash-like T‑bills/bonds, or a SPY/UVXY switch guided by bond and VIX signals.

Each day it checks many big-market and sector funds. If they look “too hot” (a short-term speedometer of recent gains is very high), it jumps to UVXY, which rises when fear spikes. If the Nasdaq looks “too cold,” it buys TQQQ for a rebound. If selling is underway, it switches to a defensive chooser that, based on recent results and a bond/volatility gate, picks among short Nasdaq (SQQQ), T‑bills/bonds (BIL/BSV), or a small SPY/UVXY toggle.

Out-of-sample edge: Sharpe 1.224 vs SPY 1.026; Calmar 2.75; annualized return ~70.6% vs ~21.9% for SPY. Uses volatility timing and mean-reversion to capture higher upside while managing drawdowns.