A daily, signal-driven, multi-asset allocation that tilts between leveraged equity bets and volatility hedges, using BIL as a cash proxy. It combines frontrunner picks, RSI/momentum signals, and risk controls to adapt to changing market regimes.

- Every day the system checks a large set of signals across many ETFs (eg SPY, QQQ, SPY-leverage, QQQ-leverage, VIX/volatility proxies, and cash-like assets). - RSI and moving-average based checks determine which assets look attractive and which look risky. RSI values, moving-average comparisons, and volatility measures help rank assets by momentum and risk. - The strategy uses “frontrunner” blocks (e.g., BWC, Anansi) to pick the best performers to overweight. These blocks feed weights toward top candidates; weaker signals fade. - There is a built-in cash proxy (BIL) that replaces or absorbs traditional volatility hedges in certain parts of the frontier logic, helping to keep the portfolio funded and reducing the reliance on VIX derivatives during frontier selection. - A risk overlay includes hedges or inverse/leveraged ETFs to dampen downside or capture extra moves during volatility spikes. - Weights are scaled so the total equals 100% of capital. The system can simultaneously hold long positions in multiple leveraged ETFs and longer-term holdings, plus hedges, with dynamic sizing based on the signals. - The approach is explicitly designed to be dynamic and regime-aware: in favorable regimes it can tilt heavily toward risk-on bets; in stressed regimes it leans on hedges and cash proxies to protect capital.

Out-of-sample annualized return ~49% vs S&P ~28%, with lower beta (~0.76) and Calmar ~4. A dynamic, regime-aware mix of leveraged bets, hedges, and a cash proxy seeks bigger upside with controlled risk. Drawdowns can be deeper in some regimes.