A dense, four-block, rules-based system that picks a single ETF to own each day from a large pool, using momentum and RSI signals across volatility and equity/bond assets to adapt to market regimes. High-leverage assets and anti-beta funds are included to hedge and amplify moves, but the design is complex and backtest-heavy.

- The strategy scans a large pool of ETFs (volatility hedges like UVXY, UVIX; SVXY; equity proxies like QQQ, TQQQ, TECL, SOXL; bonds like BIL/IEF/TLT; anti-beta funds like BTAL). - It splits the logic into blocks (Block 1, Block 2, Block 3, Block 4) that reflect market regimes (bullish, normal, danger, etc.). - Within each block, signals are computed for many tickers using indicators such as RSI (a momentum/strength gauge) with specific lookback days, moving-average comparisons, cumulative returns, and drawdown metrics. - Assets that clear the filters are put into a pool; a single asset is selected (often using a top/bottom rule and select-n 1) and given 100% weight for that period. - The model blends momentum and risk protections: levered ETFs can capture large moves but carry high risk, anti-beta and bond-like funds offer risk-balancing, and volatility products aim to hedge during stress. - The blocks reference different combinations (e.g., “Bullish Market Conditions,” “Normal market,” “Danger Market Conditions”) suggesting the system tries to tilt toward different asset families depending on current signal strength and posture. - In practice, this yields a daily decision: “today I hold this one ETF,” with tiny or no diversification across several assets at once. The intent is to ride regime shifts with a focused, rule-based stance rather than a diversified multi-asset allocation. - Overall risk: high given heavy use of leveraged volatility products and long, layered signal logic; success depends on robustness of RSI/momentum filters and the regime hypothesis over the tested period.

Out-of-sample: ~59.65% annualized return vs ~23.12% for the S&P; Calmar ~1.42 signals strong risk-adjusted upside. Note: max drawdown ~42% vs ~19% for S&P. A regime-aware, single-asset picker aims to capture big moves.