A regime‑driven, multi‑asset, leveraged ETF tactical system using momentum and volatility signals to switch between volatility hedges, tech/semiconductor leaders, or risk‑off assets, with SPY as market gauge.

- The system treats SPY as the market barometer and looks for distinct regimes (overbought, oversold, risk‑on, risk‑off, rate expectations). - In an overbought regime, it aims to hedge or pull exposure into volatility products (UVXY, VIXY) and related hedges, selecting the best vehicle by a momentum/kappa signal. - In an oversold regime, it searches for assets with strong upside momentum among tech/semiconductors, leveraged longs, and select bond proxies, often using a top/bottom ranking on RSI or momentum measures. - Other regimes consider risk‑off baskets (Treasury‑linked, defensive commodities) or tactical long/short pairs (leveraged ETFs and inverse ETFs) to tilt the portfolio. - The selection mechanism typically ranks candidates by a defined signal (e.g., RSI, moving‑average momentum, or cumulative return) and picks the top or bottom asset (often one asset per group). - Allocation tends to be concentrated (often 100% to the chosen asset in a given decision node), with multiple nested decision groups to cover many market states. - A SPY baseline and several broad asset classes (equities, bonds, commodities, currencies) provide diversification and regime coverage, but the use of leverage introduces substantial compounding risk during extended drawdowns. - All flows are governed by pre‑defined thresholds (RSI cutoffs, moving‑average relationships, drawdown screens) and a versioned configuration ensuring reproducibility across runs.

Regime-driven, multi-asset tactical sleeve to diversify SPY, capture upside in regime shifts, and hedge with volatility tools. OOS: ~20% annualized return vs SPY 23.7%, but with much larger drawdowns and lower risk-adjusted return—risk controls essential.