A regime-driven, multi-asset strategy using a long-term VWO trend to switch between aggressive plays (UVXY or TQQQ) in good markets and hedges (TMF, VIXM, etc.) in bad markets, with equal-weight allocations within each regime and no fixed rebalancing schedule.

How it works in plain language: - Core regime detector: It compares two long-term averages of VWO’s price: an exponential moving average (EMA) and a simple moving average (MA), both using a 365-day lookback. If EMA is higher than MA, the system interprets that as a positive trend and enters a Risk On posture. If EMA is not higher, it enters a Risk Off posture. - Risk On (when EMA>MA): It looks at momentum in the tech-heavy QQQ to decide what kind of aggressive exposure to take. Specifically, it measures a 10-day RSI of QQQ. If RSI(10) is above 80 (very strong short-term momentum), it buys UVXY (a volatility-related instrument that tends to rise when markets swing up and down). If RSI(10) is not that extreme, it buys TQQQ (a 3x leveraged bet on the Nasdaq-100 via QQQ). - Risk Off (when EMA<=MA): The strategy shifts to hedges and safer bets. It uses several assets that tend to do well when stocks stumble or volatility rises: TMF (a 3x bet on long-term Treasuries), and VIXM (a volatility futures fund). There’s also a conditional path that looks at volatility signals (via VIXY, another volatility ETF) and market momentum signals (SPY RSI) to decide between a more cautious hedging mix or a stronger defensive mix. - Weighting and rebalancing: When a regime is active, positions are typically sized using equal weights among the selected assets within that regime. The system does not rebalance on a fixed schedule; instead, it uses a “rebalance corridor” of about 5% so weights can drift a little before a reset. - Asset mix overview: The strategy uses a blend of broad market exposures (VWO, QQQ, SPY, UPRO, TQQQ), volatility plays (UVXY, VIXM, VIXY), and bond/income hedges (TMF) to navigate between growth and safety across regimes. - What this means for an investor: In good times with an up trend in emerging markets, you tilt toward aggressive bets (leveraged tech or volatility plays). In tougher times with a down trend or rising volatility, you tilt toward hedges (treasuries, volatility futures) to protect capital. Notes and caveats: This is a complex strategy that relies on leveraged and volatility-related ETFs, which can be volatile and have compounding effects that behave differently from simple daily returns. It’s best understood as a high-risk, tactical approach rather than a plain buy-and-hold strategy.

Regime-driven, multi-asset strategy that switches between risk-on bets and hedges. Out-of-sample: ~83% annualized return vs SPY ~25%, Calmar ~1.44 vs ~1.34—delivering stronger risk-adjusted upside with hedging.