A daily-rotating, multi-regime strategy that jumps between leveraged equity bets and volatility/defense hedges. It uses momentum/return signals and price-maction rules to pick one asset from a big ETF universe, then allocates 100% to that asset, rebalancing each day depending on market regime indicators.

- The system screens a broad universe of ETFs (mostly leveraged stock ETFs, volatility products, and some bond/cash proxies). - It organizes signals into regime blocks (examples: Black Swan Catcher, QQQ Pop Bot, Defense, Bear Market, and various risk-off groups). - Each block evaluates a mix of momentum-style metrics (e.g., moving-average returns, cumulative returns, price relative to moving averages) and price-action checks (e.g., is the asset trading above/below its exponential moving average). - Within a block, assets are ranked using a specific rule (often selecting the top or bottom asset by a chosen metric) and a single asset is chosen to buy with full allocation (weight 100/100). - The blocks are nested with if/else logic, so the overall decision can switch between different regimes depending on current signals. Some branches look for extremely overbought/oversold signals in SPY, UVXY, or other proxies and then pivot to hedges (e.g., UVXY, VIX proxies, SQQQ, SPXS, TMV, TMF). - Rebalancing happens daily, meaning the chosen asset can change every trading day based on the latest signals. - The design favors a dynamic, regime-aware approach rather than a static long-only or simple trend-following strategy. It leans into leverage when risk appetite is inferred to be high, and into hedging or safe-duration assets when risk appears elevated. - Important caveats for a layperson: this strategy uses highly leveraged instruments which can magnify losses as well as gains; it’s sensitive to rapid regime shifts and may produce frequent turnover. Liquidity and trading costs for some of the more exotic ETFs can also affect real-world performance. Always ensure you understand the instrument exposure before implementing such a system.

Offers dramatically better risk-adjusted performance than the S&P. Out-of-sample: Sharpe ~19, Calmar ~358, max drawdown ~1.1% vs SPY ~5%, and near-zero beta due to daily regime-rotations between leveraged bets and hedges.