A regime-aware, multi-layer framework that dynamically allocates to 3x levered ETFs (long and inverse) and hedges with bonds/cash, aiming to ride uptrends while de-risking in volatile or sideways markets. Uses momentum and volatility signals across multiple groups (Bull/Bear/Search, Sideways Deleverage, Pop Bots) to pick a small number of top exposures and adjust positions with limited auto-rebalancing.

- The strategy runs several sub-strategies at once, each looking at different combinations of highly leveraged ETFs (long and inverse) to decide what to own. - It uses momentum measures (like RSI) and recent performance to rank candidates. The strongest candidates are chosen for potential positions. - A volatility signal (via UVXY and related indicators) helps decide when to avoid high-leverage bets or when to hedge. - There is a dedicated Sideways Market module that shifts into safer assets (short-duration bonds, cash proxies) when the market isn’t clearly trending. - The system combines the results of these modules into a final selection, assigns weights (how much to invest in each chosen asset), and executes with limited automatic rebalancing (rebalance cadence shown as none). - The approach is backtest-oriented, using multiple variant groups (Bull/Bear/Search, Pop Bots, Sideways Deleverage) to optimize for performance across regimes. - The overall aim is to capture upside in confirmed uptrends with 3x levered bets, while reducing exposure during volatility or sideways markets by rotating to bonds/cash or hedges.

Out-of-sample edge: ~83% annualized return vs ~23% for the S&P 500, Sharpe ~1.44 (vs ~1.40), Calmar ~1.93. Drawdowns are larger (~43% vs ~19%), but the regime-aware 3x levered framework captures big up moves and hedges in chop.