A daily, regime-based, multi-asset approach that uses RSI, momentum, and volatility signals to pick an equal-weight basket of ETFs (including levered and hedge/alternative funds) appropriate to three market regimes (huge volatility, normal, and bond-oriented), with intent to adapt to changing market conditions.

- The strategy runs every trading day and splits decisions into three broad market regimes: Huge Volatility, Normal Market, and Bond-oriented. - In each regime, it looks at a set of signals (RSI, cumulative returns, moving-average comparisons, max drawdown) to decide which assets to hold. - The assets are mostly ETFs with built-in leverage or hedge roles: UVXY (volatility), TQQQ (leveraged tech), BTAL (anti-beta), DBMF (managed futures), plus a suite of bonds/equities (SPY, QQQ, VIX proxies, BND, IEF, TMF, etc.). - When a regime signal is positive for multiple assets, the strategy uses equal cash weighting within that regime (100/100 in the code language) so each selected ETF gets the same allocation. - The positions are adjusted daily (daily rebalancing). - The objective is to capture upside in different regimes while attempting to damp risk via hedges and diversification, though the use of leverage and short-term signals can lead to sharp swings. - Important caveat: this is a highly complex, rule-based system that relies on historical relationships and thresholds; real-world results depend on market regimes and may differ from backtests.

Regime-based, diversified ETF strategy with hedges and levered exposures. Out-of-sample: ~12.5% annualized return but higher drawdowns (~33%). It adds diversification and volatility-hedged exposure to complement, not replace, the S&P 500.