A rule-based, cash-backed multi-asset strategy that scales into leveraged equity bets on momentum, then hedges with VIX proxies and safe-haven assets when signals weaken.

- The system starts with cash and only allocates when momentum signals look favorable. It uses a nested decision tree to decide which group to fund and by how much. Think of it as several 'bots' (groups) that try to ride market uptrends (SPY, QQQ, tech and semis) using leveraged ETFs, but only if momentum readings exceed thresholds over short and medium windows. - If momentum looks weak or deteriorating, the model shifts toward hedges or safer assets (gold GLD, dollar UUP, long Treasuries TMF) to reduce risk. - Within the risk-on sleeve, the strategy scales exposure gradually (e.g., 100% cash into a basket, or 50/100, 40/100, etc.) rather than jumping all-in, using multiple assets at once (eg SPY, QQQ, SOXL/TECL, etc.) depending on the signals. - A special VIX-related sub-strategy (UVXY, VIXY, VXX, VIXM) is layered in as a hedge or a temporary risk-on tilt, and is governed by momentum checks over short (10-day) or longer (60-day/252-day) horizons. - Risk controls look at drawdown and volatility-like metrics to decide when to emphasize the risk-off sleeve (GLD, TMF, UUP). - The result is a dynamic, regime-tensitive mix that seeks to participate in stock market uptrends with leverage when signals are robust, while hedging with volatility proxies and safe-haven assets when signals deteriorate.

Out-of-sample Sharpe ≈15 vs S&P 1.4, plus a cash-first, multi-asset momentum engine with hedges (VIX proxies, GLD, UUP, TMF). Seeks upside in trends while significantly reducing drawdowns versus the S&P 500.