An aggressive, daily-rebalanced, regime-driven bot that toggles among 3x leveraged equity bets (TQQQ/SPXL/UPRO proxies) and volatility hedges (UVXY/SVXY/SQQQ), with a broad hedge layer across USD, gold, commodities, and bonds. It uses RSI and long-lookback momentum to steer bets in Bull vs Bear markets, aiming for growth in trends while dampening drawdown with hedges. High risk due to leverage and VIX-based ETFs.

What this strategy does, in plain terms: - It watches whether the market is in a growth phase (Bull Market) or a downturn (Bear Market) using long lookbacks and momentum tests across broad benchmarks (SPY, QQQ, SMH proxies) and volatility indicators. - When it thinks the market is in a Bull Market, it tilts toward aggressive, 3x levered exposure in core equity themes (examples include ProShares/3x ETFs tied to QQQ and S&P 500), often pairing them with a volatility hedge (SVXY, UVXY) to protect during bursts of volatility. - When it detects a Bear Market, it shifts to defensive/short-exposure vehicles (like SQQQ, UVXY) and still applies hedges; some baskets combine hedges with healthcare or other tactical themes to dampen drawdowns. - The decision is built from many sub-strategies (Double Pop Bots for SPY, QQQ, SMH) that use momentum signals (like RSI, relative strength to another asset, and moving-average-like checks) and cumulative-return checks over various windows (from ~5 days up to ~600 days). - It uses a cash/equal-weight approach within each chosen basket, so allocated capital is typically spread across the selected group rather than a single instrument. - There is a broad hedging layer (AAA Medium Hedge and Bond Market checks) that spreads capital across USD exposure (USDU/UUP), gold (GLD), commodities (PDBC), and bonds (TLT, TMF, IEF) to keep some balance if risk comes back on. - Rebalancing is daily, which means the exact mix can shift a lot from day to day depending on signals and regime checks. What you’re buying or selling: a bunch of exchange-traded funds (ETFs) that implement 2x/3x exposure to broad markets, volatility futures ETFs, and hedges (gold, dollar, bonds, cash). Some key tickers used include UVXY (volatility), SVXY (short vol futures), SQQQ (QQQ inverse 3x), TQQQ (QQQ 3x), SPXL (S&P 500 3x), CURE (Healthcare 3x), SVXY (short-term volatility hedge), GLD (gold), USDU and UUP (US dollar exposure), PDBC (commodities), BIL (short-term Treasuries), TMF (long-term Treasuries), TLT (long Treasuries), and SPY (broad market proxy). Note for lay readers: RSI is a momentum indicator that ranges 0–100. Higher values (commonly above 70) suggest recent price increases may be overdone; lower values (below 30) suggest oversold conditions. This strategy uses RSI readings to inform timing in several asset pairs, especially around volatility and equities. Risks and caveats: levered ETFs (3x) can magnify both gains and losses; volatility ETFs decay over time if held long-term. The daily rebalance cadence increases turnover and sensitivity to regime shifts. A strong bullish or bearish streak can lead to outsized moves, but choppy markets may cause drawdowns. The success of this approach depends on accurate regime detection and timely signal execution across many assets, and it is not suited for novice investors without careful risk controls and real-time data feeds.

Out-of-sample, this regime-driven, levered strategy delivers ~40.9% annualized return vs ~21.1% for the S&P, with stronger risk-adjusted metrics (Sharpe ~1.38, Calmar ~1.84) and positive alpha, aided by hedges that dampen drawdowns.