A daily-regime, multi-basket trend system that shifts between leveraged stock bets in up markets and safe-haven assets in down markets, using moving-average regime checks, short-term momentum, and multiple asset-canaries to pick and weight a small set of ETFs each day.

Daily rebalance. The system first checks broad market trend using SPY’s moving averages (e.g., 50/200-day) to decide if market regime is favorable. If up, it builds a 'Leveraged Risk On' basket by ranking a small set of levered equity ETFs (like SPXL, TQQQ, UDOW) by short-term performance (e.g., last 10 days) and buys the top 2. If down, it switches to a 'Safe Haven Momentum' basket with assets such as UUP (dollar), TMF (long Treasuries), DBC (commodities), gold proxies, and other protective assets, selecting the top few by recent momentum. The scheme repeats in parallel for other horizons (e.g., SPY 20/50, DIA, QQQ layers), each with its own rule set but following the same basic up/down logic and top-N selection. Beyond the main SPY-based rule, there are additional modules to nudge risk: a Pareto-inspired portfolio looks for volatility spikes (via RSI on a volatility proxy like VIXY vs cash proxies like BIL) and, in risk-on states, concentrates on blue-chip growth names (large-cap tech, mega-cap momentum, and other resilient stocks). Other canaries (XLK/XLU, EMA VWO vs MA VWO, Lumber/Gold) provide supplementary regime checks with alternative signals. Weights are typically allocated to the chosen assets within each group (either equal cash within a group or fixed weights across the basket), with overall daily rebalancing. Overall, it aims to capture uptrends with selective leverage for performance when risk is acceptable, while preserving capital and reducing drawdown during spikes or regime shifts by rotating into safer or hedged exposures. It is not a simple buy-and-hold approach and requires timely data and disciplined execution.

Regime-driven, daily-rebalanced strategy that leverages up markets and shifts to safe havens in down markets. Out-of-sample: ~36% annualized return vs ~27% for S&P, Sharpe ~1.23, Calmar ~1.04. Higher upside with some increased drawdown risk.