A regime-based, rule-driven ETF system around a core TQQQ view, hedging with VXX/BIL/BTAL, with bonds and international tilts (Europe/EM) used under specific momentum/trend signals; changes are driven by signals rather than fixed schedules.

- It starts by focusing on a core long position in TQQQ (a triple-leveraged tech ETF) but immediately checks for signs of extreme risk. If the short-term strength of TQQQ is very high (RSI over 79), the system shifts toward hedges (cash-like BIL, volatility hedges VXX, and anti-beta BTAL) to reduce risk. - If volatility is rising or the momentum on TQQQ is weak or spiking, it also leans into hedges rather than chasing more risk. - If the market isn’t in extreme risk mode, the system looks for a “mean reversion” setup (momenta that suggest prices could revert toward normal) and for a bond-led regime where bonds outperform stocks. It uses a combination of bond-vs-stock signals (various bond ETFs vs SPY) and trend signals (price vs moving averages) to decide whether to tilt toward bonds or maintain equity exposure. - In parallel, it has modular groups to tilt toward Europe or emerging markets when certain strength indices align (for example Europe via EURL and EPV, or EM tilts), otherwise it may lean back toward U.S. equities (SPY/QQQ/TQQQ). - The “Normal market” and other groups act as defaults or transitional states, guiding the allocation when no extreme signals are present. - Weights are not reset on a fixed schedule; instead, positions are adjusted only when the signal conditions change within a small allowed range (rebalance corridor width of 0.1). This makes the system more responsive but also more sensitive to market swings. - The entire setup is asset-class agnostic by design (though the root says EQUITIES); it uses a blend of leveraged equity exposure, hedges, cash proxies, and international tilts to manage risk and capitalize on regime shifts. It is a technical, rule-based approach, not a simple indicator-following strategy, and it requires careful backtesting because of the leverage, hedging, and complexity involved.

Out-of-sample, this regime-based strategy targets ~44.4% annualized returns with Calmar ~2.40, delivering diversification and proactive hedging to navigate volatility and seek upside beyond the S&P 500.