Daily regime-driven beta-rotation into levered ETFs (long and inverses) with volatility hedges (UVXY). Tries to pick the strongest levered exposure per regime, often allocating fully to a single asset, and shifts to hedges in risk-off conditions.

- Every day, the system examines a large set of signals across multiple assets. - It classifies the market into regimes (e.g., bullish, bearish, defensive) using trend and momentum measures, and it uses RSI (relative strength) and moving-average tests as triggers. - Within a regime, it scans a pool of levered ETFs (long and inverse) and ranks them by recent performance or strength. It then buys the top candidate (or the top two in some baskets) with a full allocation of capital to that exposure. - It also includes hedging logic (notably UVXY) to protect against spikes in volatility; if volatility indicators fire, it may switch into hedges rather than equity levered bets. - The process is designed to be daily, with rapid reallocation when regime signals change. - The risk: high leverage, concentration risk (often 1 asset), and heavy dependence on technical/momentum rules.

Out-of-sample annualized return: 60.97% vs SPY 21.74%; Calmar ~1.22. Regime-driven levered-ETF rotation with hedging targets big upside, but drawdowns can reach ~50%—suitable for risk-tolerant, disciplined investors.