A daily-rebalanced, complex, regime-aware multi-asset system that mixes leveraged stock/tech bets with hedges (bonds, cash, volatility) and uses momentum, drawdown, and price-trend signals to balance upside potential with downside protection.

- The system rebalances daily and builds a portfolio from many asset groups (stocks, bonds, leveraged equity, volatility hedges, and cash). - It uses a long tree of rules to decide which sleeves to enable. These rules look at momentum, price relative to moving averages, past drawdowns, and recent performance rankings to pick assets that look like they’re likely to move in a favorable direction while controlling risk. - Once assets are chosen, the model allocates cash evenly across them within each sleeve (cash-equal weighting) to avoid concentration and keep turnover reasonable. - Some sleeves tilt toward risk-on (levered Nasdaq/Tech exposure like TQQQ, TECL, SOXL) when momentum is strong and volatility is not too high; others tilt toward hedges (like VIXY, UVXY, SQQQ, BTAL, and various bond funds) when signals show risk is rising or drawdowns are likely. - Bond vs stock and macro groups help balance exposure across equities and fixed income, with rules that prefer bonds in downturn regimes and equities in uptrends, but with a counterbalancing mechanism that prevents over-allocating to one side. - The strategy uses thresholds on momentum and drawdown (example values like RSI levels, cumulative returns, moving-average comparisons) to decide when to switch hedges on or off. This is not a simple “buy index” approach; it’s a layered, regime-aware allocation that can combine long, short, and hedged exposures depending on what the signals say on any given day.

Regime-aware, daily-rebalanced multi-asset strategy mixing leveraged tech bets with hedges. Out-of-sample Sharpe ~1.70 vs SPY ~1.31 and Calmar ~2.85, offering stronger upside-adjusted returns than the S&P 500—albeit with higher drawdown risk.