A large, auto-tuned, ETF-based momentum/trend system that buys a diversified Catch Basket when signals look strong and hedges or rotates when signals weaken; it blends RSI, moving averages, and cross-asset strength across domestic and US-focused groups to navigate market regimes.

- The strategy evaluates many ETFs (e.g., IVV, SVXY, VIXM, IEF, BND, GLD, TLT, QQQ, IJH, IWM, etc.) to build a broad, rule-based view of markets. - It uses momentum and trend tests (notably RSI and moving-average comparisons) to decide if a basket should be bought or hedged. - A key element is the Catch Basket: a small group of ETFs that, when momentum is favorable, gets allocated strongly (often 100%). - If momentum or price trends weaken, the system flips to hedges (e.g., volatility-related ETFs or bear/short exposure) and/or shifts to other baskets to reduce risk. - Two major signal families run in parallel (Domestic and U.S.-oriented groups) with nested conditions that reference a matrix of RSI thresholds, price vs moving-average checks, and cross-asset strength comparisons. - The design includes “AutoTuned” and “SMABox” components indicating some thresholds are optimized automatically and then applied to the signal logic. - The risk framework is explicit in the code: frequent hedges against volatility spikes and bear markets, with long tilt only when breadth and momentum are convincingly positive. - Tickers in the Catch Basket represent broad asset classes or sectors rather than individual stocks; this is a diversified, ETF-based approach that aims to capture macro-momentum rather than stock-picking. - The overall intent is to systematically exploit uptrends in equities while using volatility and bear constructs to protect against sharp regime shifts.

Out-of-sample tests show this ETF-based momentum strategy delivering higher risk-adjusted returns and stronger drawdown protection vs. the S&P 500, via dynamic Catch Basket allocations and disciplined hedging in volatility.