A multi-regime, daily-rebalanced, levered-tactical strategy that rotates among a broad set of ETFs (including many 2x/3x long and short bets, volatility hedges, and bond/defense plays) based on momentum and volatility signals. It uses nested “if” decisions to pick the strongest asset within each regime, often allocating 100% to a single ETF. It’s designed to ride trends in equities, bonds, and volatility, and to shift to defense (treasuries, cash proxies, gold) when risk rises. It carries high complexity and risk due to leverage, frequent turnover, and reliance on many fast-moving signals.

- The system starts with a cash-equal baseline and a daily rebalance. It has many blocks labeled as market regimes (for example, Overbought S&P needing a hedge, or Bear Market/Defense scenarios). - In each regime, it screens a basket of ETFs that fit that regime (e.g., volatility proxies UVXY/VIXY, leveraged equity bets like TECL/TQQQ/SOXL, inverse/short bets like SQQQ/SPXS, and bond/defensive plays like TMF/TMV/SHY/GLD). It uses simple signals to choose which asset within the basket to buy (often picking the “best” or strongest performing candidate) and then assigns full allocation to that single asset (weight 100/100). - Signals used include momentum measures (moving-average/return based screens), relative strength comparisons (how strong one asset is relative to another or to a benchmark such as SPY), and price vs moving-average checks (whether current price is above/below a long/short-term moving average). Some checks also look at RSI-like conditions (relative strength on recent price action) to infer whether a market is overbought or oversold. - Examples of regimes: • Overbought S&P. Sell the rip. Buy volatility: if SPY looks overheated, the system tends to tilt toward volatility hedges (UVXY/VIXY) or other hedges, potentially with bear/short tilt assets. • Extremely oversold S&P (low RSI). If the market looks oversold but bonds support a recovery, the system may tilt toward leveraged long bets in tech/semis or other strong sectors with risk-on tilt, else favor hedges. • Bear Market/Defense baskets: these groups rotate into defensive assets (short-duration Treasuries, cash proxies, gold, and selective inverse/defensive levered plays) to dampen risk. - The logic continues with sub-strategies that emphasize “risk-off” when long-term Treasuries are falling or rising rates are a concern, and “risk-on” when bonds/deficits align with stock momentum. - The strategy ultimately aims to exploit short- to medium-term momentum across a wide set of assets, using leverage to amplify bets when the regime is favorable, and flipping to hedges or defensive bets when risk signals worsen. It is a high-frequency tactical framework rather than a static, long-horizon allocation.

Seeks big upside by riding multi-asset trends via daily regime switching and levered ETFs. Out-of-sample annualized returns ~68% vs S&P ~24%, with Calmar ~1.39. Higher drawdowns to pursue peak upside.