A regime-based, multi-asset strategy that toggles between bullish, defensive, and hedging exposures using SPY’s price against 200- and 100-day moving averages, with equal-weighted groups and a small rebalancing corridor. It combines levered equity bets (in strong uptrends) with bonds and gold for ballast, and activates bearish hedges in weaker markets to limit drawdowns.

- The core rule uses SPY’s price in relation to its 200-day moving average to judge market regime. If SPY is above its 200-day average, the market is treated as in an uptrend. If SPY is not above the 200-day average, the strategy shifts toward hedges and defensive assets. - Within an uptrend, a secondary check compares SPY to its 100-day moving average. If SPY is above the 100-day average too, the strategy tilts toward aggressive, levered equity bets (e.g., 3x exposure to tech/semiconductors and related sectors). If SPY is above 200-day but below the 100-day, it tilts to lower-volatility equity options (defensive equity picks) rather than high-leverage bets. - Regardless of regime, a core bucket is allocated to core diversifiers (IEF and IAU) to provide bond-like income and gold exposure, helping damp volatility and act as a ballast. - In weaker regimes (below the 200-day MA, or when signals indicate risk-off conditions), the strategy activates hedges: inverse equity exposures (SQQQ, SPXU) plus risk-off assets (TMF for long-duration Treasuries, UGL for gold), creating a downside-offsetting tilt. - Within each chosen group, cash is allocated equally (equal-weighting) to all assets in that group (wt-cash-equal). This avoids concentration in a single ticker within a given mode. - The corridor width (0.03) constrains drift and governs when rebalancing may be triggered; actual rebalancing mechanics are described as none in the baseline, implying limited turnover unless signals push for a change beyond the corridor. - The overall architecture yields three practical modes at a basic level: (1) Bull tilt: levered long and/or low-volatility equities with core diversification; (2) Core diversification: bonds and gold as ballast; (3) Bearish hedges: inverse equities and risk-off assets to protect the downside. The result is a regime-aware, multi-asset tilt designed to chase upside in healthy markets while providing defense in downturns, balanced by equal-weight allocations within each mode and modest rebalancing rules.

Out-of-sample regime strategy seeks big upside in uptrends, hedges downturns with bonds/gold ballast. Levered equities + equal-weight tilts target ~71% annualized return vs ~14% for the S&P, with a strong Calmar (~7.3).