A very aggressive daily trading strategy that uses bonds vs small stocks as a market mood signal, then buys one recently weak ETF from either a bullish or bearish list.

This strategy checks whether U.S. government bonds (IEF) have been acting stronger than small-company stocks (IWM). That is its clue for whether the market feels more defensive or more risk-seeking. Then it picks just one investment from a list. If bonds look stronger, it buys the most beaten-down option from a bullish/high-risk list. Otherwise, it buys the most beaten-down option from a bearish list that rises when certain markets fall. It rechecks this every day, so it can switch positions very quickly.

Out-of-sample edge: ~43.4% annualized return vs SPY 22.3%, Sharpe ~0.87, Calmar ~0.72. Daily regime-driven bets in one leveraged/inverse asset with a cash buffer—rapid upside when regimes flip, but drawdowns around ~60%.