A daily, rules-based portfolio that ranks a broad ETF universe by recent volatility and momentum to pick assets for different market regimes (volatility hedges, risk-on bets, defense), often allocating to leveraged/inverse ETFs. It aims to exploit regime shifts with a diverse toolbox, but carries high short-term risk due to leverage and volatility bets.

- Daily process: evaluate a large pool of ETFs (including leveraged and inverse funds) against a structured set of rules. - Core signal: rank assets by recent volatility (5-day StdDev) and by momentum/strength over recent windows. - Group decisions: assets are organized into groups (scenarios) like Overbought, Oversold, Defense, Tech/Biotech focus, etc. Each group has its own filters (for example, a high RSI or a strong moving-average signal) and a selection method (often picking the top or bottom asset by a metric). - Selection: when a group’s conditions are met, the system assigns a full weight to the qualifying asset within that group (commonly 100% in that sub-pool). This can lead to a portfolio that contains positions from several groups, each sized to the defined weight. - Rebalancing: every trading day, positions are reassessed and adjusted to reflect the latest signals. - Signals used (high level): short-term volatility (volatility ETFs like UVXY/VIXY), price momentum and trend (moving averages and RSI-like checks), and longer-term trend indicators (360/210-day comparisons). - Risk/asset mix: the toolbox includes large-cap equity proxies (e.g., SPY), sector bets (SOXL/TECL for tech/semi, LABU for biotech), international and emerging markets (EWZ, EEM), bonds (SHY, IEF, TMF/TMV), gold (GLD), currencies (UUP), and commodity exposure (DBC, UCO). - Objective: adapt to market regimes—when risk is high or volatility is expected to spike, favor volatility hedges or risk-off assets; when markets show favorable sentiment or oversold conditions within certain groups, tilt toward leveraged equity or sector bets with the aim of amplified upside. - Important caveat: use of 3x leveraged ETFs and volatility plays means outsized risk and potential steep drawdowns; this strategy is suited to investors who understand the mechanics of these products and are comfortable with significant short-term swings.

Out-of-sample, this strategy targets regime-shift gains using momentum and volatility signals with levered/inverse exposure across assets. It aims ~51% annualized return vs SPY ~21%, with Calmar ~1.11, but higher drawdowns (~46% vs ~19%).