A daily, multi-strategy regime-switching backtest that rotates between leveraged Nasdaq exposure, standard stock proxies, sector bets, and bonds using simple trend, momentum, and performance signals. It aims to ride strong markets with Nasdaq leverage and shift to safer bets on weakness; high complexity and leverage imply high risk.

Think of this as a daily dashboard that picks one or more ETFs to own from a big list. It looks at signals like: - Is the price trending above or below a long-term average (a simple trend check)? - Is momentum strong or weak (using RSI-style signals that say 'overbought' or 'oversold')? - How do assets compare in recent performance (which ones look best or worst recently)? Based on these, it rotates between aggressive Nasdaq exposure (like TQQQ or UPRO), standard stock proxies (SPY, QQQ), sector choices (XLK for tech, XLP for staples), and bond/defensive plays (TMF, BND, IEF, SHY, SHV). It often uses short-term dips (low RSI) as buying opportunities (“dip buying”) and may switch to hedging assets (like QID, an inverse/short Nasdaq proxy) when conditions suggest risk is rising. The decision is re-evaluated and rebalanced daily, with cash distributed across groups to control risk. It combines trend checks, momentum signals, and relative strength rankings to pick the day’s holdings. Note: this is a backtest with many moving parts; real-world results require careful execution, costs, and risk control.

Out-of-sample, this strategy targets higher upside than the S&P 500: ~41% annualized return vs ~22% for SPY, with a Calmar ~1.13 from Nasdaq leverage in strong markets and bond rotations in downturns; higher drawdowns are possible.